People are gonna pillory me for this, but flashlights.

First off, you want something that runs off two AAAs, regardless of price. If you can't walk into any gas station, or any grocery store, or what have you, and buy batteries for your flashlight when it dies, it's not gonna matter how bright it was before it died. You also don't want anything brighter than ~200 lumens at the very most, unless you actually need one brighter, for some reason; they drain batteries way faster. You want something thin enough that you're able to clip it inside your pocket and forget it's there. You also want one that has an end switch that toggles between two modes: "full power" and "turned off." If you have one that toggles between low and high settings, you will only use the high setting. If you have one that toggles between low and high settings, and strobe and SoS, you will only use the high setting. Every additional step in between "all the way off" and "all the way on" is just friction you don't need, that will do nothing but piss you off every time you use the damned thing.

The features that make big, fancy flashlights expensive, are anti-features.