I carry a Fenix PD22 on my belt every day. REI had some great coupons, so I grabbed it for under $60. It fits perfectly into a "rainbow" brand case that I also got at REI for $5. I am sure that the quality is not the same as the Surefire, but since it eats only a single 123 battery, it is shorter, lighter, and more convenient to carry. It is also over $100 cheaper, and has four light levels (compared to two with the SureFire).
The only time that this light has ever failed me was when it somehow got turned on in the belt case and sucked the battery dry. It spends 95% of its time on the lowest setting, but the brightest is great for checking out my property at night. Highly recommended for those on more of a realistic budget.
The Fenix gives you for levels between approximately 5-8 lumens and approximately 190-200 lumens (brightness depends on exactly how old your models is -- they have made some minor upgrades). The Surefire gives you exactly two levels: 5 lumens and 500 lumens. Nothing in-between. Yikes. If you need to look under the hood of your car at nigh and only had the SureFiret, 5 would likely be too little, and 500 would be WAY to much.