First post here, and I see some familiar people from the North American Arms forum.
My first Surefire was a 6Z. I later bought a G2Z and an E1E. I found the E1E to be a bit small, and the Z-series to be a bit bulky, but they definitely had better lenses than the Streamlight Scorpion I used previously.
After taking some training in low light shooting, I found that the cigar/Rogers/Surefire hold didn't work as well for me as simply holding the light at high chest/shoulder height, or in an FBT method position, so I switched to the smaller E2E. The E2E fits in my rear pocket next to my wallet.
Right now I am carrying the L4, which uses an E2E body but has a 65 lumen LED head. Unlike most LED lights, it has true focusing and spotlight capability, although the E2E still provides superior light at large distances. With the LED, bulb failure is a non-issue, and when the batteries no longer have the energy to drive the light at 65 lumens, I don't get sudden light failure, but get 20 lumens for another 3 hours.
I just wish someone would make a Kydex belt carrier for the E2E or L4.