Sounds like the current light you have has bad connections. If you can solder, I would recommend doing that to make sure the connection stays solid. If the battery is rattling, you can try wrapping the battery once with tissue/toilet paper to make it more of a snug fit. If the spring in the back is not doing a good job, you can always use a spacer like foil, paperclip or whatever conducts electricity. Coins are good for flashlight barrels but I don't know what type of light you have.
The Costco one is a alright light, but I think it takes 3xAAAs. I believe it essentially runs the three batteries in parallel to get similar outputs to what a 18650 can deliver but will have a much shorter runtime. I am with 1nterceptor and use 18650 cell flashlights mounted on the bar for light. It's pretty bright