1. Buy protected cells - more expensive but worth it - much safer

2. Buy high capacity - at least 3000 mAh, more expensive but, again, worth it for significantly longer run time. 3500 mAh is even better.

3. Buy name brand - Sanyo, Fenix, Panasonic. I have heard that any battery with "ultra" in the name should be avoided.

There is a lot of useful info in candlepower forums - probably others as well.

Some headlamp concerns also sell their own brand batteries. I have high capacity Zebralight and Fenix batts and they are doing well.

Expect to pay about 20 bucks per batt - money well spent.