I always have at least one or two of those Photon micro lights on me. I use the orange colored one when I walk at nite whether fishing or whatever. I pack mine with grease to help stop rust.
I've also started to carry a small glow in the dark compass !! I've not gotten lost fishing, but I have stayed in the woods too long and walking out with no lite land marks is a real drag.

Better safe than sorry. Doesn't hurt to carry spare batteries in a Ziplock along with some of those breakfast bars/energy bars as well).
Those Fenix LED lights are the bomb for the $. Those chunky little D123 lithium batteries hold a charge for over a decade. LED bulbs won't burn out easily so you don't need to worry about busting the wire on the bulb.