CM nailed it. lithium-ion (Li-Ion) rechargeables are the ones to worry about. these are the ones you hear about burning up and bringing down planes, or the recent news of them frying hoover boards.

standard CR123 disposable (non-rechargeable) primary lithiums are safe (following CM's warnings and just don't try to recharge them).

also safe are 1.5V NiMH rechargeables, like Eneloop AA. i highly recommend Eneloops when paired with an intelligent high-quality charger.

i too prefer single cell units. no problems with mismatched batteries and fewer contact points to corrode.