I use one that clips to the bill of my insulated camo ball cap. It has green lamps that run steady or blink. Green (supposedly) won't spook game, and I find that the green light is better than the red for being able to see better in the darkness. Blink mode is nice for emergencies or if you are trying to tell a buddy where you are to line up shooting lanes for safety (Sorry all you Western guys...us forest shooters have to think of these things :-D )
Crucial piece of equipment. If you wear glasses you can also use it to clean the lenses. Flatten the partial roll and it packs away nicely. It's nice to be able to blow your nose if the weather is cold too. I keep a small piece tucked into the elastic of my off-hand glove to dab at my nose now and then when in a tree stand.

Not sure if anyone mentioned rope. Take the advice of Samwise Gamgee from the Lord of the Rings. Always carry at least a small length of rope. If you bag your deer, you can pull the front legs forward and loop the rope around the head and both front legs to drag the animal out with the rope over your shoulder. Of course, if you have a guide, that's part of what you're paying for, right?

I also agree about the shorter-length knives. I have a 3.5" fixed gutting blade and it works pretty well for skinning also (we commonly skin and butcher in the field). I also have a nice handy little 2" skinning blade that fits in the palm of my hand and has a finger hole (it'd be nice for small game too). I need to photograph those. They are customs I got from a knife-maker here in VA. Reasonable prices and nice work with antler handles.