I use a Petzl, Tikka XP 2. It is super bright, has 5 modes and runs on 3 AAA's. It does run around $55.00 but is the best headlamp I have used so far. I sell them in my shop so send me a PM if you have any more questions.
I'll second Petzl Tikka lamps. I have three right now, buy a new one every couple of years as their beams get brighter while the battery life gets longer. I imagine my next headlamp will be a Petzl, too, as I have no complaints and lots of hours in the field using them.