At this point, LED flashlight technology has come so far, gotten so bright and reliable, that I would never think of carrying an incandescent (read: prone to filament breakage) light again.
I would be wary of the Fenix lights, because as I understand it, their tailcap switches are what they call "reverse-clicky": when you press the switch, you get a click and then on the
release of the switch, the light goes on. You don't get a momentary-on function with a reverse-clicky.
I consider that bad. For any kind of tactical application, momentary-on is a
must, is it not?
Now, about SureFire. I just got my first one, $99, the E1L Outdoorsman. When I tried it out in the store, I couldn't really tell how bright it was, but I knew it was likely to be bright enough to satisfy me. What I did have to make sure about was that even though it doesn't have that rubber combat-grip ring that their tactical lights have, I could hold it between fingers and use the heel of my palm to actuate the switch. I can. Easily.
So if you want something pocket sized that does not reach into the $200-300 range, go for the E1L (1 cell, 30 lumens in the updated model) or the E2L (2 cell, 45 lumens). The E1L is $99 as I said, and the E2L is about $129 or so. You will find yourself not wanting to be without this light.
I was going to recommend the Inova T2, which is a damn good flashlight (I have a T2 and a T3) but I have tried it out in that combat grip and can't make the switch go with my palm heel. In the thumb-at-the-back grip, it's fine, but that takes that hand away from being able to be a support hand for a pistol.
Remember, think hard about whether you want a reverse-clicky switch. You probably don't.