For EDC, I finally settled on a Streamlight ProTac 1L.
I tried a bunch of lights. Most were either not bright enough, or too large to carry all the time. The ProTac1L is plenty bright at 180 lumens, and in the nice little holster it comes with, it fits perfectly behind my spare mags on my weak side.
I've had lots of luck with Streamlight products, and at less than $40 it's a great deal.