I use a Photon 2 LED keychain light that only weights 5.5 grams with on/off switch. Its great since its lightweight and water resistant. Who wants to add more weight to their keychain since car keys/fobs are getting so big and bulky now.

http://www.zbattery.com/zbattery/photon2.html
http://www.zbattery.com/zbattery/led-keychain.html