NiMH are the way to go.

The best are probably Eneloop pre-charged, that can retain 90% of their capacity for 1 year and as much as 75% after 5 years. Other pre-charged batteries are available. But they do what they say on the tin, come pre-charged ready-to-use.

On-to chargers - get a good smart charger. There are many about, but again the Maha C9000 seems to be the standard by which the rest are compared.

If you want to ask more questions, the the guys over at CandlePowerForums are very knowledgeable on the subject.

Now for the important bit

Well there are 2.

1. Re-charging Alkaline batteries is dangerous, they do have the potential to combust and need to be watched closely.
2. You need to make sure you match batteries in a device. A smart charger helps here as it can show the actual capacity of the battery, not just it's claimed capacity. But there is a very important reason for matching cell's. More so with Li-Ion than NiMH, NiCad or Alky, but even so it is very important to bear in mind. So why is it important? Well it comes down to deep discharge, which most often occurs in torches (and therefore bike lights) where the batteries are run to exhaustion.
   
   If 2 or more cells are used in series, and are mis-matched, then the cell with the lowest capacity will "die" first. What can happen then is that the remaining cells can "reverse charge" this dead cell which causes irreversible and sometime catastrophic damage.

Now - after all that there is one other reason to make the change from Alky to NiMH. And that is the power-curves.

A standard Alkaline is rated at 1.5v, but will sag to 1.2v quite quickly and then the power will steadily drop and become unusable reasonably quickly. Alkaline batteries will bounce back up to 1.5v after being allowed to "cool-off" for a little while, but will quickly sag back right down.

NiMH batteries, while rated at 1.2v will show about 1.4v on an open circuit. However, once they have sagged to 1.2v, they stay there for most of their usable life. The only real issue is with some clever circuits that are poorly designed that will class the battery as dead, even when it isn't, because it doesn't peak over 1.4v. NiMH batteries, the good ones at least, have a capacity as much as 4 times a good Alky. They do really pay for themselves.

Much more info can be found over at the CandlePowerForums.