As a good starting point consider the Bontrager Ember or Lezyne Femto Drive. They have solid and flash modes, are easy to take on and off with rubber straps, small enough to fit in a pocket, and are powered by watch batteries.
If you’re looking for something brighter, go for the battery powered Bontrager Flare 1 and Flare 2, or the USB rechargeable Lezyne Zecto Drive and Micro Drive.
Unconditional Bontrager Guarantee - all Bontrager lights come with a 30-day trial period, if you don’t like it, return it for a no-quibble refund.
Brightness / Run Time Details:
Bontrager Ember: 45 hours @ 35 lumens
Lezyne Femto Drive: 7 lumen flash, pulse or solid / 30-60 hours
Bontrager Flare 1: 80 hours @ 8 lumens
Bontrager Flare 2: 70 hours @ 16 lumens
Lezyne Zecto Drive: up to 10 lumen flash or solid / 2.75-4.25 hours
Lezyne Micro Drive: 3.25 hour @ 70 lumens / 24 hours @ 5 lumens