Look at the instructions on just about any major manufacturer's lights (Mag, SF, SL, etc.), and they'll generally only recommend one kind or even one brand of cells. Sometimes this is mostly just to keep safety certifications (ProPoly), but other times it's because using cheap, low-quality cells could result in property damage or personal injury (SF recommends only using SF123A cells in lights speced for CR123As, even if they could happily run on non-SF primaries or Li-Ion), or because they want to keep performance as close to specs as possible.