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Everyone will have their own preference, but I keep my light separate from my gun. The downside of having a light on your weapon is it lets the bad guy know exactly where you are at and gives them a target to shoot at if armed. But if you are able to turn your light on and off while maintaining your muzzle direction and the ability to fire quickly you may prefer to have a light on it.

Let me add the reason I do this is that in our church security team training we have practiced clearing a building in the dark and use our flashlights sparingly and briefly and then move to cover or concealment quickly since we just revealed our position.