On my old WF-602A1, NIMH rechargeables were perfect. I ran them for up to an hour and a half each without having troubles starting up the light. Be aware though that there is a new breed of "crappy" WF-602A1 lights selling now from Fifthunit and QCG (QCG lists it as the WF-601A1-1, while Fifthunit does not mention that there is a new version)
Currently, it seems that the WF-602A1s should not be bought at all, considering that for about $10 more than the cost of one you'll get a nice Jetbeam C-LE from a groupbuy, or for $20 you can get a two-stage Lumapower LM-301.