Lithium cells versus NiMH cells: photo comparison
For those who find this type of thing interesting, here are animated .GIFs showing a couple blinkies projected on a wall, using both NiMH and lithium cells. Lithium has a higher voltage and tends to hold it high until it finally drops dead, thus the higher light output on these unregulated lights. NiMH, of course, is rechargeable and therefore less expensive.
The #1 thing to do, of course, is to check your light's aim to ensure that the strong part of the beam is aimed where it counts. Beyond that, if your light gets good runtime on a set of cells, and if you don't mind using non-rechargables to get a little more light output, the lithium cells are an option.