Hi eebowler,
Welcome to CPF /ubbthreads/images/graemlins/wink2.gif!
Firstly I have used surefire, duracell and Energizer batteries through my lights. Which do I have in my Surefire lights? The Surefire SF123's.
This is because I have found all three brands to be as reliable as each other, and I have experienced zero failures so far. In terms of performance, I have not run any 'formal' tests, although the Surefire batteries 'seem' (very slightly /ubbthreads/images/graemlins/confused.gif) to provide a higher intensity initially. I have not been able to ascertain their relative run times against each other. So then I go to cost. Surefire batteries are MUCH cheaper. In my experience this applies even outside the US (In Australia Surefire Batteries retail for between $5.50 AUD and $8) which compared to at least $12 AUD each for Duracell and Energizer. You can also ask a friendly cpfer to post you some batteries from the US /ubbthreads/images/graemlins/thumbsup.gif for $1.25 US each plus postage etc if bought in bulk.