The P series Nitrolon is slightly more expensive than street prices for the UTL - but according to my SureFire price list, the only SureFire models available for the USP Compact are the 615R classic system which has an MSRP of 342.00.
For the Fullsize models of USPs, you've got a few choices:
The M115 or M105 Millenium light is made from aluminum, Type 3 Hard anodized. They share parts compatibility with the Millenium weaponlights for rifles / SMGs and the 9 volt Special Operations lights. The M115 has a slimline momentary switch and a shuttle on switch, the 105 has a shuttle switch only.
The Nitrolons (P115 and P105) are much less expensive and are a bit smaller as well. Of course, they aren't as tough either, but that's just slightly. Just like the Millenium models, one is available with a slimline momentary on switch.
I don't have any current information for new models for the compact... none were release as of June 01. Maybe we'll see something at SHOT.
Kevin