The most 'customizable' AAA light is probably the upcoming Liteflux LF2 :-
https://www.candlepowerforums.com/threads/150055&page=4&pp=30&highlight=liteflux
Check out page 4, post #94 for video links. The light's price and release is unannounced though.
The Fenix L0D CE is probably the next best bet for an immediately available, reasonably priced light. $40+ I believe. Has multiple light stages, strobe and sos.
Then there's Jetbeam AAA, but that's $70ish. Nicer finish and stuff (in my opinion), but generally about the same functions as the Fenix.
Edit : I see you've changed to AA lights. You can search on Fenix L1D CE, Jetbeam MkIIx, Rexlight, Lumapower M3, Jetbeam CL-E