I picked up a good LED headlamp at Boating Camping Fishing about a year ago for under $20 (normal price). 3 white LED's (never use them) and 2 reds, runs on 3x AAA batteries. Can't remember the brand, not someone I'd heard of before, but if you've got a local BCF check them out.
Store locations:
http://www.bcf.com.au/store-locations/index.aspx