I've got a little different style of Chinese CREE light which I like a lot.
It does chew up batteries though.

I have bought some 6000mah 18650 Lithium batteries on E-Bay that I just need to wire up, and hopefully get a little longer lasting battery pack.

One of the problems is that they go quickly from 100% to 0%. Mine has a red LED to indicate low battery, but I rarely see it before it blinks out. So, it always is good to carry one or two spare battery packs.

Also, DO NOT GET THE BATTERY PACKS WET. I have mine wrapped in plastic bags. The velcro on the cases could be better. Too long and narrow of a strap. Time to rebuild mine.