OK, guys, this has been covered extensively in other threads, but the short of it is this:
xenon and krypton, as mentioned, are noble gasses and suppress (but do not eliminate) the tungsten atoms from vaporizing off of the filament. This suppression allows the filament to be run at a higher temperature, very close to the melting point in fact, and still not blacken the glass too quickly. Xenon works better for this because the atoms have a higher Z and work better at suppressing vaporization of the tungsten filament. The figure I have seen in an Osram publication is a ten percent increase in either efficiency or lifetime (take your pick).
However, neither xenon nor krypton will prevent blackening of the glass over time, because they do not remove tungsten from the glass wall. All they do, as mentioned by bfg9000, is slow this process down.
Enter the halogen lamp.
A halogen is from column VII of the periodic table, and includes such elements as F, Cl, Br, and I. When a trace amount of a halogen is added to the fill gas (bromine or iodine seem to be the ones used, but this is often proprietary information. All I know for sure is that Fluourine is NOT used, as it would corrode the filament even when cold) then an amazing thing happens: the halogen cycle. The halogen atoms bond with tungsten atoms at the colder glass envelope and float away in the fill gas. When they happen to float close to the filament, the higher temperature causes the reaction to reverse and the atoms are re-deposited back onto the filament. But not in the same place from which they left. In fact, the thin spots tend to get thinner until eventually --poof-- you blow the filament. Usually at turn on.
Now, you will notice that a halogen lamp must of necessity also have a noble gas fill gas. It need not be xenon, but on the other hand, in my experience, no company goes to the expense of using xenon without also adding a trace of a halogen.
Non-halogen krypton or argon/nitrogen lamps blacken over time and thus their output falls off with time. The stock mini-mag lamps are a prime example.
Halogen lamps do NOT blacken over time, or not significantly anyway, and thus their output stays more or less constant over their life span. All the SureFire incans are halogens.