Boy, the headlamp world has changed completely over the last couple of decades. When I started running dogs and ski-joring in the late 80's, everyone (in Alaska, at least) used an incandescent emitter and 4 alkaline D cells in a remote pack that could be kept inside clothes to stay warm. Those that could afford it (I think Susan Butcher said she used over $1000 worth of batteries in the Iditarod) started using lithium D cells with the appropriate bulb. These were quite bright! Now, of course, everyone is using led emitters, and battery use has dropped dramatically in distance racing. And it really sucked when a bulb burned out at 40 below, a huge improvement for leds...
As far as a headlamp for x-c skiing, it would depend somewhat on the trails you use, how fast and how tight, as well as how well you ski. Extreme throw is not needed, but at least enough to see a moose on the trail in time to stop is mandatory, at least where the moose are. And it's fun to see animals far ahead, I've seen foxes, wolves, coyotes, porcupines, and smaller varmints. For me, something like the PT Eos (old 25 lumen model) doesn't have quite enough throw, haven't had a chance to try the new model. The Apex is good. If it has enough throw, the Surefire Saint, when it comes out, might be a good fit. (Update: I got a SF Minimus, not enough throw, IMO) I'd like to try a Myo RXP, as well. I'm not in Alaska anymore, so don't care so much about cold weather performance. Li CR123's should be fine in normal winter temperatures, even if outside of clothing. All in all, the PT Apex Pro is about right for my current use, using RCRs. I think the lighter 3 watt set ups (Apex Pro, Myo RXP, BD Icon) are about perfect for skiing, and light enough to be comfortable on your head.