I've been very happy with a Fenix HP10 (£50) over the last couple of winters. Used at least a couple of times a week for up to about 3 - 4 hours at a time with no issues, the Fenix lights are well put together. Run with others who use some of the big Silva orienteering lamps and I'd say the Fenix light output comparable.
http://www.fenixtorch.co.uk/led_torc...-headlamp.html
A fiver more would get you the new Fenix HP11:
http://www.fenixtorch.co.uk/led_torches/fenix-hp11.html