As with knives, the one you have with you will be your survival light.
The $1 rigs from CountyComm and Lighthound.com should be all over your kits, cars and living spaces. It is such a pain to replace the batteries that I recommend carrying a spare light instead of a spare battery. At $1 each, the batteries may cost more. Photon makes excellent ones--- and they are ridiculously over priced.
One of my favorite coin cell LED lights is the Princeton Tec Pilot. It was designed to go on the headband of a large headlamp, for backup and to use when the big light is too bright and overkill for the task. They have a base that goes on a strap and is just the right size for the straps typically used for compression and holding down flaps. The straps that typically run down your backpack straps are perfect for these little lamps. The lamp body can be removed to use like a flashlight. It has a blink mode that I like for walking the dog a night and it fits on the leash. You will see them on sale for $5-$6 -- retailers have to move them before the batteries expire.
I have Fenix E01 and P2D lights in my pocket kits. They are small, bright and easy to replace batteries in the dark by touch.
Don't forget headlamps. Petzl, Black Diamond and Princeton Tec make excellent ones. I have a Petzl E+Lite that is about the size of a Zippo. My main hiking headlamp is a Black Diamond NightRay with 5 switchable LED's. It's a landing light

Headlamps are much better when working with your hands and walking. The Cyclops Atom headlamps are another tiny model, running on coin cells and cheap when on sale-- about $10. I would want a backup for survival, but these are great for small kits where you want a headlamp.
The old Maglites still do the job. I got one at Goodwill yesterday for $0.99. The bulb was missing, but there was a new one in the tail cap. The batteries still worked! I did the LED conversion on one for my wife and I was impressed with the results.