I'm trying a Coleman (Colibri) Tempest at the moment. The lighters with the flip top have more weather resistance, but that lid also gets in the way. It does stay lit in the wind, I guess due to that glowing wire-- platinum maybe? The Tempest is a bit heavy, but it does have an LED flashlight built in. I got one on Ebay and it was old stock and the batteries were shot. I see Target has them on sale on their web site. I found some alkaline replacement batteries on Ebay cheap enough, but the originals are proably silver-oxide, which run $3.99 each at Radio Shack--- and it takes 4 (!!!!). Ouch.
Next batter up: Sierra Trading Post has a less weighty (1.6oz) model of Colibri, the Firebird Submersible, for $12.95: http://www.sierratradingpost.com/product.aspx?baseno=98253 This looks more like a good tool and less gadget-like than the Tempest. It has the same windproof ignition system and a fuel level window. I'll report back when I get a look at this one.
At this point the latter Cricket model is cheap, lights well, has a good fuel capacity and adjustable flame. It is long enough to get a good grip on and I wrap some duct tape around to for storage. Another writer here came up wih the idea of taping a safety pin with the eye out to hand from a lanyard and I do that too.
The little safety pin trick could work with a lot of items: I'm thinking about epoxying one to my Lexan spork.