I use Lumenoks.
Yes, they are more difficult to turn off, but are very sturdy and bright. You can simply twist and pull back and forth with pliers, or use your teeth. (Like I did this morning). Super bright even during the day, like a laser at dawn or dusk. They even hold up to repeated pounding from a crossbow.
I tried Nock Outs, was interested in the on-off collar.
First time it shot fine, not very bright. Second shot it completely came apart leaving the plastic nock still on my string! The remaining in the pack shot fine, but only lit about half the time. Went back to store.
Nockturnals also sounded great with their on-off switch. First one I couldn't get to turn off. The other 2 in the pack turned off easily. But, they were not bright at all. Went back to store. In defense of Nockturnals, another bowhunter swears by them and says they are the only ones he uses.