Because they are rechargeable they stay around longer than regular alkalines. Which means they leak more. I have lost countless illuminated magnifiers and electric pencil sharpeners from the leakage.
1) Store the batteries outside the device.
2) Date them and throw them out 3 years after that date. Most of my leakages seem to be from batteries left in devices >~3 years.
3) Need Pure Energy smart charger. Do NOT use NiCD/NiMH chargers.
4) They supply less current than regular alkalines so use in low drain devices only.
Pure energy makes 3 kinds of rechargeabe alkalines:
1) Regular (yellow wrapper). Can be recharged up to 25 times (HA!). Each charge leaves them with less energy than the last time. New 10 days Sony Walkman 2x90 min tape/day. After 1st charge 9 days. After 2nd charge 8 days etc. I usually replace them long before the 25th charge.
2) XL (black wrapper). Can be recharged up to 50 times.
3) New type. (yellow wrapper with green ends). Claim up to 500 charges.
Pure Energy also sells:
4) Regular NiMH "digital" (dark green wrapper)
5) Low self discharge NiMH "pre-charged" (gray wrapper).
The last 2 cannot be charged in the rectangular Pure Energy chargers. Use the teardrop shaped Pure Energy charger. Or any NiMH charger.
EDIT
Here is Chevrofreak's runtime charts for the L0D CE. The Pure Energy alkalines are similar to the Coppertop. Terrible on high, tolerable on low. Note the 1.5V does NOT provide any more light even when fresh.
http://www.candlepowerforums.com/vb/showthread.php?t=152223
I suggest using low self discharge NiMH - Eneloop, RayOvac Hybrids, #5 above, Duracell and Energizer also have them.
The RayOvac Hybrids and Pure Energy Pre-charged seem to have the best prices. The Eneloops, Duracells & Energizers seem to cost a lot more, at least around where I live.