I won't name any manufacturers here, but for flying, I am fond of the combination of LEDs and CR123 lithium batteries. LEDs never (well, rarely) break and the lithium batteries don't self-discharge. Get a light that has a 2-stage hi/low brightness and a clip so you can connect it to your headset, jacket, etc. Also get a slip on red filter.
This way you will have a bright light for proper pre-flight and a dim light for in-the-cockpit work. Well, I said I wouldn't name manufacturers, but IMHO, the Gold Standard is the Surefire L1. Bright, good low beam, long run time on low, indestructable, lifetime warranty, made in the US, etc. Intuirive switch on the back (push for low, push harder for high. To get constant light, twist for low, twist more for high. To lock-out switch, twist switch back out - no way of activating it in your bag/pocket and draining the batteries).
Down side is the price of the light and the expense of the CR123 batteries. Sure, they last a while, but they're not free (about $1.50 each in bulk).
A more economical way to go is a single AA LED light like the Fenix F1D. Single AA battery, plenty of light on high, good low beam, but 1/3 the price of the Surefire. Fits in the palm of your hand, works well with rechargable NiMiHi batteries. I've had the electronics in one of my Fenix die, but it's still well built.
I always have a backup light of some kind (not just when flying). I don't fly at night unless I'm with an instructor (sport pilot), but it can get pretty dark right at civil twilight and I'd hate to get caught out late without any light in the cockpit. A good small one is the Streamlight Stylus. About the size of a pen. You can get it with a green or blue LED, which makes it better for reading charts than a red LED. Cheap, but AAAA (yes, that's 4-A) batteries are hard to find, although battery life is good.
Mag lights are cheap, but (1) bulbs are fragile, (2) they use batteries quickly and (3) they have one brightness setting. Might be good for a backup.
TODR