there are very specific combinations that work fine, but throwing out a general rule of thumb is difficult...
You can usually use 2 li-ion cells in place of 3 lithium primary cells to drive 9V tactical lamps.
You can usually buy a 3.7V lamp specifically intended for use with 1 li-ion cell in a tactical flashlight that was originally designed for use with 2xCR123 and a 6V tactical lamp.
You can sometimes overdrive certain 12V rated tactical lamps with 3 li-ion cells, but in many cases there are special "13V" tactical lamps designated for use in these configurations.
You can also usually overdrive certain 6V halogen lamps with 2 li-ion cells and get by just fine in custom mods. (like the 5761, or ROP, or various other medical lamps rated 100 hours at 6V)
As for your xenon light.... click on the link in my signature, if the light isn't discussed in that compatibility chart, toss a question specific to your flashlight in the incandescent section, maybe we can figure out a viable solution.
IMO you really should avoid "3.0V" lithium-ion cells, as they are usually just regular 3.7V cells with voltage regulators in them... some of the newer LiFeP04 cells rated "3.0V" might be a bit more suitable since they have a lower initial voltage, and therefor the regulator wouldn't be eating up as much power in the process, but there are ideal configurations available for most lights that involve reasonably safe protected li-ion cells with no regulators required.
This is synonymous with rapid disassembly with flame, and is just shy of an explosion.
