Another vote for /r/flashlight. We'll get you sorted over there.
If you like the looks of the Fenix PD35, I think you'll find that the nitecore P12 offers more features and better modes for a lower price.
That Amazon link includes the newest version of the light, a massive 3400 mah battery, and a two-port charger. You could also check out the Nitecore MH12 which is the same light but lets your charge the battery using a Micro USB on the light directly. Great if you only have 1 light and 1 battery, but it costs more and if you had more lights and batteries then you'd want an external charger later anyway.
Here's a chart I made comparing the features of the PD35, the P12 (my choice), and the similar Thrunite TN12. The TN12 is cheaper for just the light, but the package deal on the P12 makes it an absolute steal.
| P12 - 2015 | Thrunite TN12 | Fenix PD35 |
|---|---|---|
| 1000 | 1015 | 960 |
| N/A | 800 | 460 |
| 240 | 280 | 180 |
| 70 | 20 | 50 |
| 1 | 0.3 | 14 |
| Strobe | Strobe | Strobe |
| Remembers Strobe | N/A | N/A |
| SOS | N/A | N/A |
| Beacon | N/A | N/A |
| Tailstand | Tailstand | N/A |
| LED Battery Check | N/A | N/A |
| Cool(ish) White Only | Optional Neutral White | Cool White Only |
Basically with the PD35 you gain a 460 and 14 lumen mode, but lose a moonlight mode. I use the 70 Lumen mode 95% of the time and the 1 Lumen mode 4% of the time, but love having the 1000 Lumen for emergencies. So far I don't really see the need for anything between 240 and 1000. The tail clicky on the PD35 is longer which makes it easier to press but it can't tail stand. It also doesn't remember when you're in strobe mode and turn off the light, which I think might be important in a tactical situation. The p12 has a battery check (which is really helpful) and a couple extra modes, but the fenix feels a little nicer according to some reviews. I've handled both and can't tell much difference in feel.
So yeah, P12 is a great light. I carry it in the included holster. It also has a reversible clip that you can turn around and use on the brim of your hat in a pinch. If you definitely want to pocket carry, get the Zebralight SC62w (warm / neutral white) or the SC62 (cool white). It's quite a bit smaller in diameter and length, but it uses a side switch button instead of a tail switch / mode button like the lights above. The tail switch will always be more "tactical" and easier to find in a pinch, but the Zebralight does the side button well by having it deeply recessed and always on the opposite side of the (non-removable) clip. The SC62(w) also has a LOT of extra modes, and it's programmable to reach a Hi, Med, and Low of your choice almost instantly. This light will cost $85 for just the light, plus $12 per battery and another $12 for the charger, versus $70-80 for just the PD35 or $70 for the whole kit on the P12.