Unless you are using that light with incredible frequency where you might go through say about 10 sets of D sized Alkalines per year, you're probably better off staying with the alkalines. D sized alklaines have a lot of capacity and are usually priced at the same price point as C sized alkalines. When the alkalines run out, all you need to do is to drop in another set. With NiCDs or NiMH batteries, you'll need to charge the batteries, which can result in a long downtime period for batteries of that size.
Just as a point of reference, the average person would not go through a set of D batteries in a year with a MagLED, and if you find yourself in that category, you might want to remember to replace the batteries once a year or so, just to keep the batteries from leaking.