I carry a Peak LED Solutions Matterhorn (1-LED version) pretty much everywhere I go. The Fenix L0P looks interesting to me, and is almost certainly many times brighter than the Matterhorn, but the Matterhorn is bright enough for most things I need a flashlight for on most days, and I'm not hesitant to use it for extended periods, given the very long battery life. It's my favorite pocketable light so far.
Among other lights, I also have an old SureFire 9N with a couple of TurboHead attachments for it, and a few spare bulb sets for each. Rippin' bright light, and amazing throw with a TurboHead attached (though the standard head with beam-shaper is what's on there most of the time). But I hardly use the 9N, as it's not something you can carry easily, the NiMH rechargeable battery (like any NiMH battery) loses power if left uncharged for many days, and the run-time on high is only 20 minutes or so. And in low-beam mode, it doesn't put out much light at all, and certainly not enough to be worth carrying that thing. Wonderful light, though, and certainly a great and classic tactical light.
Two of the very best lights I've ever used (other than my Matterhorn) for practical everyday use are my Streamlight ProPolymer Luxeon 4AA and my Princeton Tec EOS headlamp. Both are very bright, both have superb power regulation, and both are extremely affordable. No, neither does what my 9N does, but I rarely need what the 9N does. And both run for extended periods on batteries I always have around (4 AA cells for the ProPolymer, and 3 AAA cells for the EOS). For anyone wanting top-notch lights without spending big bucks, consider these two. (NOTE: The ProPolymer is no pocket light; and the EOS can fit in a pocket, but it's not tiny like the Matterhorn.)
And here's a helpful hint: If you've not done so before, consider scrubbing your contacts with a little Caig DeOxit (and cotton cloth), and then follow up with ProGold, leaving a light sheen of it on the battery and flashlight contacts. I do this from time to time with my lights, and you might be surprised at how much brighter your light may get. I noticed oxidation on the contacts of one of my Matterhorns today, cleaned and conditioned the contacts, and it's now much brighter than before the cleaning/conditioning (and was brighter than the other Matterhorn until I cleaned/conditioned that one too).