The mazda LED lights look like Photon light knockoffs; real Photons go for $10-15 at camping stores like REI, Galyans, EMS, etc. The knockoffs are still pretty good and go for less in the camping departments of most Targets, Wal-Marts, etc.
Also check out the $1 dollar pocket lights here; very cheap, slightly bigger -- the blue ones are very bright. You can order in batches fewer than 20 if you shoot them an e-mail.