The range of suggestions likely has to do with the range of uses and desires for a light. Micro lights and E-lites are cute, and probably mandatory gear for SUL'ers, but they don't cut it for me.
Based on your comments, you can't go wrong with a Zipka+ for compact size, moderate cost, easy to find AAA batteries, multiple brightnesses, and enough light for most anything. The retractable cord headband works better than you'd guess (can even be used to attach the light to your hipbelt – think prussik knot).
I have a couple Black Diamond Spot headlamps that I like a lot too. They have a little narrower/longer beam for route finding, and great battery life. The extra few grams is all in the headband. Same AAA batteries, moderate cost, multiple brightnesses, etc.
Most recently, I have stepped up to a ZebraLight H31 headlamp. It costs about twice as much as the more common headlamps, but for good reason. It actually weighs less than my BD Spot headlamps, and has a really nice design (comes with two useful carriers – a headband and a hat/belt clip). It looks like it would be a little clumsy, but it's actually the opposite – really easy to use. It goes both crazy bright (220 Lm), and crazy low (0.5 Lm), which means the battery life varies from 1 hour to 21 days. But like all things, it has its tradeoffs. I now need to carry 123A lithium camera batteries (fortunately it only takes one).