I use a 16650 in mine almost exclusively. No issues. Great runtime. They cost about $10 and you can get a decent charger for around $10 as well.
Check out the graph in post #1056
http://www.candlepowerforums.com/vb...X-Pro-Thread&p=4423126&viewfull=1#post4423126
6PX Pro is a damn fine light but it only takes CR123 lithium primary cells. You can buy these in bulk for far cheaper online vs in the store. Try putting RCR123's in this light and youll blow it rechargeable RCR123's just pack to much voltage.
With the 6PX, there is no output issues running a single LiIon. It runs pretty much neck and neck with primaries as evidenced by the runtime graph I linked to above. The Fury, I'm not positive as I haven't seen a graph of one running a 16650, however, Precision Works has done a graph with an 18650 on a Fury he bored, and it appeared to run very well on one LiIon. The Fury shows gradual declining output with regulation not as flat as the 6PX.
The Fury does not accept P60 style drop ins.
If a Surefire that runs on rechargeable batteries is what you want, why not get a plain old incandescent 6p? They're pretty cheap these days. And although incandescent output is pretty low (at around 60 lumens), you can pull the module and stick in whatever P60 you desire. Then get a 16650 to power it. I recently picked up a 6p fairly cheap, and am running a Sportac Triple Nichia two mode drop-in. You just can't go wrong with the classic look and feel of the 6p with a 676 lumen wall of 92 CRI light that uses rechargeable cells. But if a 92 CRI flooder is not your cup of tea, the sky is practically the limit when it comes to P60 modules.