SectionHiker.com Backpacking Gear Reviews and FAQs 
The Photon Freedom Microlight is an ultralight LED light that weighs a mere 6 grams (0.2 oz) and can easily replace that clunker of a headlamp you are wearing today. It comes with a detachable hat clip that you can wear on a baseball-style cap or clip to a bandana for night hiking or doing camp chores and lasts 10 hours on a single lithium battery. The light comes with a brightness control that lets you make it brighter or dimmer, as well as a setting that flashes an SOS pattern that the manufacturer claims can be seen a mile away.
My only complaint with this light is that they are incredibly easy to lose, and I find them sometimes a year later inside a tent or at the bottom of a backpack. So, in addition to a clip, I thread some very lightweight cord around the plastic eye on the tail of the light and wear it around my neck when in camp to avoid losing it.
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You can buy a version of this light that is yellow and might be harder to loose! I know what you mean, i'velost these lights too.