Since I used to travel along unlit roads at night, I needed a good light, and I find the Cateye Single Shot Plus to be a good blend of strong light, and the rechargeable battery lasts for a good time. The problem is that it's a bit expensive, but I think it's worth it.
As a backup, in case the battery runs down, I use a Cateye HL-EL320, which has a bright, if narrow, beam, has long life from it's 4 AA batteries. and is inexpensive.
Using the two together, I've regularly travelled at over 30 MPH down an unlit hill, with no problems.
If you're on a budget, I'd recommend the EL320.
Most cheaper lights that I've looked at either aren't very bright, or eat batteries.