I don't know what best CR123 is, but I have had good results with Surefire, Energizer, and Duracell. If you live in the US, these can be found for $1-2 each online (buying in bulk will save you some money per cell).
The higher the mAH rating, the higher the capacity of the battery. For example, a 3V battery with a rating of 1500mAH has 4.5Watthours of energy stored. A 3V battery with a rating for 1200mAH has 3.6Watthours of energy stored.
mAH ratings will vary depending on how hard the batteries are run. The harder the batteries are run (high drain), the lower the capacity. This is very true for alkaline cells; for Lithium, less so. Usually when a battery is "rated" to say 1500mAH, that is for a specific discharge rate (a manufacturers datasheet with tell you what that rate is). The same battery may yield a capacity of perhaps 1200mAH when the current drain is higher (manufacturer's data sheets often show a graph of capacity vs discharge rate).
Hope that helps.