You might not want an LED flashlight. My experience with them is that they're fairly bright, but the beam can't be focused. I ordered several of them and ended up returning them.
What you're looking for is a Xenon light. A bunch of places sell them, but Surefire and Streamlight seem to be most popular. They are VERY bright, but as others have said, they tend to go through batteries fairly quickly. They're also fairly expensive... as in >$100.
I found a Brinkman brand light at Wal-Mart. It's the same guts as the Surefire or Streamlight flashlights, but it's only $20. It's a composite flashlight so it won't be as useful in hand-to-hand combat, but what's the chance of that anyway?
Most of these high intensity lights use two CR123 batteries. If you buy them at Wal-Mart, they're around $5 each. It doesn't take long before you're spending some real money on batteries. I found a source online where they're about $1.50 each including shipping. I ordered a dozen of them to spread out the shipping cost. I'm sure there are plenty of battery outlets, but I ordered through batteryjunction.com. Total bill including shipping was $18.99.
Hope this helps!