This should be in the battery section
http://www.candlepowerforums.com/vb/forumdisplay.php?f=9
But, quickly, there are different sizes, chemistries, capacities and availabilities, which cater to different markets.
Example, an AA light would be less powerful, but its battery source is cheap and easy to get hold of, while a light that only took CR123a's would be more powerful, a different shape, but cells could be more expensive.
Different chemistries of the same cell also cater to different markets... a rechargeable IMR cell has high output for devices that can handle it while non-IMR cells can't be used in the same application. LSD cells last a long time on the shelf between charges.... you get the idea
It is a huge question, and you would be better to just read a lot on the forums and work it out yourself, there is no real definitive guide here. There are just too many cells to give you a simple answer, and too many uses for each cell to really answer your question. Time will reveal everything you need to know...
Perhaps start small, like what are the different types of rechargeable lithium-ion cells