I have a small collection of some of the better flashlights. No Surefires though. Too much bread for a light that I'll probably lose eventually.
I recommend a Princeton Tec PT40 for a good light to keep around for general use. It uses 4 cheap and plentiful AA batteries, and it works well with Ni-MH rechargeables. It's maybe a couple of bucks more than a 2AA Mag, but it's a lot brighter. You can find it on-line, or at outdoor type stores like REI.
If you don't mind buying CR123 lithium cells on-line (AKA "123 camera batteries," they're $1.25 ea bulk online vs. around $5 ea. retail package), consider the Pelican M6 for about $30 + shipping, including its first pair of batteries. It's one of a new breed of very bright, yet compact flashlights, comparable to some of Surefire's models, but at a much better price.
If you're interested in this new type of light (CR123 lithium), but don't want to spend $30 yet, try out the Brinkmann Legend LX, available at Wal-Mart for about $15, including its first pair of batteries. The Legend LX isn't as slick or compact as the Pelican M6, but it's good bang for the buck.
For batteries, you can order online, or you can have a retail employee friend of yours buy you replacement batteries with their "cost plus x%" discount (retailers tend to make good profits on batteries, so you'll get a better deal with a "cost plus" discount than a "percent off" discount).
For more info about flashlights than you could ever use, go to
www.candlepowerforums.com and check out the incandescent and LED forums.