Welcome to CPF, deerslayer6837
Nice choice for your first SF! Your question is principally about batteries, so I'm going to move this to the Batteries section, where you'll see other threads on this topic.
Broadly speaking, Lithium primary (non-rechargeable) CR123A cells are fine for most situations, and will never leak like alkalines. The main precaution to be observed is to ensure that you use good quality matched cells in your light (same make, age, state of charge etc). Never mix them up or replace just one when the light is running low, or they could blow up.
Rechargeable Lithium-Ion
RCR123A cells are available, but Surefire does not recommend them for use in its lights and using them could void the warranty.