Flashlight technology has really progressed in the last few years, so unless you're really attached to the older lights for sentimental reasons, you're probably better off just getting a new LED based flashlight/headlamp. The price of some of the newer lights are less than the price of a conversion bulb.

The 3 cell mag light bulb would probably work for the 4.5V petzl bulb if they had the same base. The mag light bulbs us a PR base, which is smooth, so it might work in your army light if it's also 3 cell. For the headlamp, if it's the old style Petzl headlamp that I think you have, then it's got a screw base terminal which are less common. They won't be physically compatible. There's nothing special or unique about incandescent bulbs, if the voltage is right, and it fits, then it'll work.