The best product I've found is the Sig STL-900L. It's a light/laser combo, so it's more expensive than just a light (you can find it for less than the price on the website). It fits as securely on my XD's as my P226. I had been using an Insight SSL-1 on both my XD40 & XD45, which were relatively inexpensive ($60) but the fit on the rail was shaky at best. I did just buy an Insight X2 (laser/light) for my XD9 Subcompact which I'm very impressed with. It works as advertized and snaps on securely in a couple of seconds. It's sized for a sub but will probably fit on a medium-to-large framed pistol if you prefer a smaller accessory. Insight does make larger light/laser products for larger pistols as well.