#1 - use rechargables and never let them get anywhere near empty. The light is running much dimmer for probably weeks before it gets to the point where it doesn't work at all anymore, so it's not smart to let the batteries get anywhere near low enough to quit during a ride. I recommend low self discharge cells like Eneloops.

#2 - do not ever ride with only one taillight, for precisely this reason. Then at least you've got one light if you lose one. I ride with at least two, sometimes as many as 4, plus a reflective vest and nearly a square foot of reflective crud on my bike. My primary taillight is a Magicshine, secondary is a Superflash clone on the helmet, #3 and 4 are two superflashes on the seat post pointing to the sides.