I have the older 60 lumen Apex. I use 2450 mAh Energizer NiMH batteries. They are made in Japan and seem to work well. I think Duracell makes some good 2600+ NiMH batteries but don't own any. Also used both Lithiums and Duraloops aka LSD 2000 NiMH cells. All work well. But I am no expert on batteries.
Edit.
Also have used standard batteries. Mostly Duracell and they worked well too.
It seems to be that Low Self Discharge (LSD) batteries like Eneloops work best.
Even though you think you would be better using a higher mAH then 2000, in practice the higher (above 2500) loose their advantage very very quickly.
Check out the battery section for a lot more information.
I'd suggest Eneloops or lithiums. Alkalines and regular rechargeables aren't as reliable in cold weather. In a cave, I would assume that it would be cool or cold.
well I stand corrected my light is the 80 lumen apex 4aa thanks for the help I just wanted to maybe lighten up my helmet every gram helps. I guess i never knew that batteries were so diverse.
I use Eneloop NiMh. I know well in advance when I'm going caving so I could get away with a higher capacity cell and charge a couple days before, but the Eneloop simplifies my life because I know they will be charged when I need them. One less thing to worry about.
There are a couple hundred threads on AA batteries in the battery section.
Since I know the question is coming, this isn't the place to ask where to get them.
There is always a Eneloop thread or two (or 10) in the "good deals" section of CPFMP.