Though it changes with my assessment of what I'm doing (sometimes I have more lights than keys on my "key"chain), right now, I have a black case white Inova Microlight on my keys, next to a red Photon II, and a green Traser Glowring. The Photon is for anything that requires a constant on, usually close-up tasks, and is red so it's not as attention grabbing. The Inova is white and bright for more general illumination (finding my way around in the dark, etc.), and the case is molded around the LED so I don't get back scatter into my eyes.The traser is mainly for finding my keys if I drop them, though I have found that on a good night, if I block one side of it, and hold the other side against the paper, I can slowly read a book or diagram.
Of course, I also have one or more several other lights stashed around, such as an ASP Sapphire (very bright) on a belt loop, or a CMG Infinity in my backpack (great for emergencies, as it with a spare battery gives you over three days worth of light, if not the brightest light).
Joe S.