I just picked up a Petzl Tikka R+ Headlamp and I am super stoked! This headlamp has a reactive setting that automatically adjusts the brightness of your light based on the ambient light present at any given time. For example, say you are sitting around the campfire, the beam will automatically stay relatively dim because of all the light created by the fire, so you don't blind your friends. Then, all of a sudden you realize that you need to pee rill bad, so you turn around and head for the darkness of the woods. The beam brightens automatically so that you don't trip over a log and piss yourself. Never fear, the Petzl Tikka R+ has your back.
It also has a constant light setting that turns off the reactive sensor, so that if you are riding your bike at night your headlamp won't dim when headlights are coming toward you. It also has a red LED that will help save your night vision. Oh, and it also comes with a battery that is rechargeable via USB, so that you can plug it into your computer or solar panel whenever you run out of "juice." If you own this headlamp long enough it will pay for itself with all the batteries you won't have to buy.
Basically, this thing kills it, all night, erry night.