The use of light for civilian self-defense should be a course of study unto itself. There is so much more to it than what is usually discussed, even in this thread.
In any case, I'm a huge advocate of purpose-built hand held lights. By "purpose-built" I mean a light that is specifically intended to be used with or without a pistol for self-defensive purposes. Though I don't use WMLs on pistols, I can certainly appreciate the additional options they offer in a SD situation.