CR123A: Lithium primary cell, good energy density, nominally 3V, non-rechargeable, long storage life
RCR123: Same physical size as CR123, Li-ion rechargeable (usually), lower capacity, 3.6V nominal.
18650: About as long as two 123 cells and a little thicker. Usually Li-ion rechargeable, 3.6V nominal, much more capacity than RCR123 (about 3-4x).
I like 18650s myself, the one problem you will run into is that some lights are meant to run on either 1x18650 or 2x123 cells and will not achieve max brightness on the 18650. I don't like 2 x RCR123 because of the lower capacity and the increased likelihood of problems from running multiple cells.
CR123 is not rechargeable but for some people they can be a better option, they have very long shelf life and have better cold resistance than the Li-ion rechargeables.