We all have our forgetful moments, and leaving your electronics on can drain batteries at the most inconvenient time. If it's a device you only need a few seconds at a time, you can add a pressure-sensitive switch for complete control.
The original switch in this Instructable was made for a paintball gun scope, which had an attached laser sight. Since you only ever need it turned on for a few seconds at a time, a pressure sensitive switch is much more useful than a permanent one—you can save quite a bit of battery, even if you aren't the forgetful type that'll leave it on when you put it away. Obviously, though, this simple circuit would work on anything else you want, like a small LED flashlight or something similar. All it takes is a bit of tweaking.
To put it together, you'll need an old mobile phone charger cord, some heat shrink tubing, copper tape, and a few small pieces of foam and epoxy. The switch is essentially two pieces of copper separated by a spongy foam, that when pressed together complete the circuit and turn on the laser sight. It's pretty simple to put together, and doesn't actually require very much electronics experience. Hit the link to read more detailed instructions on how to hook it up.