The numbers refer to the battery types:
I - AA (or 14500 Li-Ion)
II - 123 or (RCR123 Li-Ion)
III - 18650 Li-Ion
The exception to the rule is the Military, which aside from being an 18650 light, also accepts 123 and RCR123 cells.
There are also several sub-designations within the 18650 lights, which are as follows:
ST - General use beam
Pro - Thrower beam
Military - Thrower beam (can accept R/CR123s, only two modes)
Ultra - Super thrower beam
As far as the battery types go:
AA - Available everywhere, though the only decent non-rechargeable AA for LED flashlight use is the Energizer Lithium, which is expensive. Rechargeable types only put out 1.2 volts.
123 - Available in some places, always way overpriced at brick & mortar stores. Provides twice as much power as an AA in a much shorter but wider package. Cheaper 123 cells can be dangerous.
RCR123 - The lithium-ion rechargeable version of the 123, available only online, packs a huge >4.2 volts when fully charged. "Non-protected" versions can be dangerous. Requires a special, unique li-ion charger.
14500 - The lithium-ion rechargeable version of the AA, same as above.
18650 - A unique size li-ion battery, like an oversized AA. Same as above, but has remarkable battery life in low-drain applications (low output modes of LED lights), far beyond other smaller battery types.
