There are lots of HDS users / fans who hang around here and I'm sure they have recommendations, but since none have yet come forward, I can help a little.
I've not used any HDS lights and know very little about them, so normally I'd probably not offer any advice. It just so happens however that I just recently went to their web site specifically to research their 'low voltage' handling scheme and battery recommendations due to questions I had resulting from another thread / discussion, and ran across a great writeup in the form of an answer to a question in their FAQ. I found it very well-written, complete, comprehensive, informative, and as far as I'm concerned, accurate. I'd highly recommend reading it. The FAQ question is: What are rechargeable lithium ion batteries?
Since I've now researched the manufacturer's views and opinions on power supply options / issues, how they relate to their product designs, etc., I think I've actually become qualified to make a recommendation, so I'll give you one just to kick off the discussion.
Based on what I learned at their site, if I had your light here, based on the several types of 16340-size cells I use (in other lights) and have available here, I would start out using one of my Fenix ARB-L16-700UP cells. I've been using them for some years, had satisfactory results, and can recommend them. Barring any issues with their length (Fenix lists 35.5 mm), I think they'd be a good choice for your light. They feature on-board micro-USB charging, so that would be handy if you don't have a dedicated Li-ion charger, and if you do already have one, you could optionally charge them in that as well. I typically get mine from Fenix-Store or Battery Junction, but most Fenix distributors sell them, including Bright Guy where you ordered your light, and they go for ~$8 USD each.
I'm sure you'll get other recommendations, but for now I'll offer that one just to get you started in the mean time with something you can order today that I believe would be a good choice.
Cheers -