it all depends on what your lighting up.
bong-bic reason being with zippos you taste the lighter fluid +jets get 2 hot
blunt/joint-zippo reason being it looks flash
and a ciggie-anything because they mostly taste like shit anyway
I work at a grocery store so I just take Bic's from them (If i take a pack I get one trippy lighter and five normal ones! ) And then go outside for a joint and smoke break.
zippos taste nasty - way too much effort and risk of not being able to light on remote spliff journeys
bics - cheap, customizable, last ages, realiable (usually tell if ones going to be a dead), right feel to them, you can get some with LEDs on the bottom really cheap (amazingly useful when you go out for a dark smoke)
i found a massive three flame turbo lighter on the floor once. this one actually;
it weighed a ton and scared the shit out of me when it was near my face. it would light virtually anything, but if it's that windy to start with your spliff is going to smoke it's self in about two minutes anyway. ironically, the fucker snapped when i dropped it from waist height once - not cool given the cost (if you buy one), weight and pocket space.