Also, for starters, check out the Foursevens line of lights, especially the Quark Mini MKIII and Mini MKIII Turbo. These are well built lights, and many, many forum members have one or more version these lights in their inventory. These lights happily run on either primary or 3.6v cells, the only significant difference being that the Turbo modes won't be available when using 3.0v primary cells.
Others will be able to chime in with their experience with CR123 type lights such as Fenix, ArmyTek, EagTac, etc.
Let us know what you select.