I totally understand you not wanting to pay shipping for a tiny little check valve!! You may be able to find one that is the proper size at your local hardware store (maybe call around a bit first; if your luck is anything like mine they'll have every size but the one you need!), if not I bet you could order one from one of the smaller suppliers (maybe Rex or Orlando) and shipping would probably not be that bad - my brass check valve weights exactly 14.9 grams, just over a half-ounce...you could put it in an envelop and mail it with a single $.41 stamp!! If I had an extra I 'd send it to you!! Get brass, as they're more durable.
Good luck! I'm sure you'll be able to find a better deal for a light on-line somewhere..what exactly are you looking for?