I don't use a light for walking in or out of the woods, never have dont think I ever will. I hunt public land and often have a very long walk in and out.
Using a light blinds you to everything outside of the lights reach, hampering your vision more than anything, but it does make people feel a bit safer.
Now having said that I do carry a headlamp with me....it just doesn't get used unless I am quartering up an animal.