Howdy PaulHsu,
LOL, don't worry, you aren't 'stupid'. Part of the fun of any hobby is learning all the new stuff..... but like anything, it can be a bit daunting at first until you get a firm grasp of the basics.
The good thing is.... you have a neat new Surefire... one of the finest lights in the world... so hey, just relax and let's see if we can't help you find what you need.
One of the neat things about Surefire lights is that you can mix and match different bodies, heads, tailcaps, etc (at least to a certain extent) ..... and come up with your own light.... something that fills your special needs. Neat!
So, you could have a body that holds one battery, and another that holds two batteries, and another that hold 3 batteries, and an incandescent head, and an LED head.... all in one case, along with various tailcaps...... and then just pick the pieces you wanted to use at that point in time.... screw them together.... and off you go. Neat! But also kind of expensive.
The first item you listed is a complete head assembly.... the head tube, the reflector, the glass, the LED.... etc. That's why it's so expensive. It also is using an older LED technology (things are moving very fast in the world of LEDs, and something that was state-of-the-art 6 months ago... heck.... 1 month ago, ha...... is now being surpassed by newer LEDs that are brighter, but use the same amount of energy. NEAT, but it can make it challenging to keep up.
The 2nd item you listed is an even older technology than the first one, and not quite as bright, or efficient.
Now, the 3rd item you listed might be something you could use. It's what we call a 'drop-in', and they come in many different styles... so you need to spend some time learning about them. The nice thing is, that to use it... all you do is unscrew the bezel (front part that holds the glass in place), remove the glass..... remove the old lamp assembly.... and then drop-in the new LED assembly.... put the glass back... screw the bezel back down, and you are in business..... and since you didn't have to replace the whole head you saved some mula.
However..... quality varies greatly with drop-ins. You want one that is regulated (has a driver 'chip' that keeps the light at a constant level throughout the life of the battery). You might also want one that offers 2 or 3 different levels of light. High is great.... but sometimes for closeup work, a lower light level can be much more useful.... and..... you get longer runtime from the batteries with a lower light level.... useful in emergency situations.
TINT (the color of the light) also varies greatly in drop-ins. Some of the more expensive ones offer more consistently 'whiter' LEDs, while some of the cheaper ones can be a gamble. It might be bluish, it might be yellowish, it might be white.
Heatsinking varies to. LEDs operate better if they stay cool, and we do that with a piece of metal under that LED... and hopefully a pathway from that hunk of metal directly to the flashlight body (if it's metal too), so that the heat will go away from the LED. The better the heatsinking, the more effeciently the LED will operate, and probably, the longer it will last.
You also need to match the voltage of the drop-in to the voltage of the batteries you will be using. If you are using 2xCR123 batteries, that is 6 volts... so you need a drop-in rated to run at 6 volts. Many drop-ins are rated for 1.5 volts to 8.4 volts... or 3.6-13 volts..... etc. This is so that you can use a variety of battery setups with that drop-in.
Ok.... that's enough for now. Here are a couple that you might like:
http://www.pts-flashlights.com/products/product.aspx?pid=1-25-114-116-6356
http://www.dealextreme.com/details.dx/sku.1343
I don't have either of these...... I've just been reading up on them, and thought you could use a little current info. Keep reading, especially the review section, and pretty soon you will begin to see what you need. Happy hunting!