Surefire lights are worth every penny. They are pricey, but once you turn them on you will be amazed with how bright they are. I just picked up my first Surefire about 3 weeks ago and have not had one regret since. I went with one their higher end models (a L2), because the range I go to had a good deal on them. But if your aren't sure which to buy, and don't want to have second thoughts of spending that much on a light then start with a G2. 10 x's better then any light you will find at your local Home Depot. I actually just bought 4 of them as Christmas gifts for my family.
But if you have a few of the surefire lights in mind, do a little research on them. There is a similar forum that discusses flashlights, and there are also a few web sites that give detailed reviews of almost every light that is commercially available. But be forewarned, buying lights can be very addictive. I just bought another flashlight (non-surefire) after reading some of the reviews on these other web sites. And as the other poster mentioned, when buying batteries make sure you buy them online. You will end up paying a fortune if you walk in to your electronics store asking for batteries. Good Luck.