I never thought I needed a headlamp but I find myself using one of these 2 all of the time in fact more than any other light I have. First option.
http://www.dealextreme.com/p/high-power-ultra-bright-3-mode-led-headlamp-3-aaa-52698
In true BLF fashion this headlamp can be had for $13 add a 20mm XML for $10 dollars and five minutes of soldering and you have a 400 lumen budget light that blows away anything I have strapped to my head. Weakness is the 3aaa batteries gives lousy run time but makes it a very light weight package.
This new light just appeared on deal extreme and it appears to be the P-60 mod drop in light. That is right take it apart and a P-60 drop in fits I have an older version a little aluminum foil to wrap the drop in all that is needed and the sky is the limit for lumens. Again 3aaa is the weakness but it makes for a lightweight headlamp.
http://www.dealextreme.com/p/cree-3-mode-white-led-headlamp-3-x-aaa-100925
Simply discard the reflector and the piece to the left of it and this $10 light takes any P-60 drop in I am sure you have a spare one kicking around.