Upon further testing I have decided that MiniMag Lights are not good for bicycles. They work great in your hand [one of the brightest 3 watt LEDs], but can not take the jarring of the bicycle going down the road, which causes them to blink and then go off. At first I though it was just the battery cap coming loose. I put some electrical tape on it to hold it in place, but it turns out to be the switch [works by turing the lamp head].
I will be doing some more testing on various small LED lights for my secondary/back up light on my bikes. As far as suggestions it has to be something in the $25/30 price range.
Before the Maglight I was using the 5 LED Cateye light, but I think I will be looking at the new super bright LEDs that are in the 1 to 3 watt range.