I generally prefer AA or AAA NiMH rechargeable batteries. Sanyo Eneloops using a Maha MH C-9000 charger.
For those of you who might use the light a lot, the Eneloop batteries are terrific, and with the right light, they reduce battery cost greatly after your initial investment. Google and you will find all kinds of references.
But for a compact light, occasionally used, the primary lithiums are hard to beat. You get great energy per unit weight, and a long shelf life. No chargers to worry with. Considerably more output than a single AA (I like the EZAA R2 - it's great with 140 lumens, and the single AA JetBeam Jet-I Pro which are both impressive with rechargeables; but a lot more money.
The $26 no tax no shipping deal is a steal, true half price.