You don't have to rely on CR123's, a camera battery (available at WalMart, but pricey!), to power your lights, guys. If you're buying online, they're a great battery, last forever, long runtimes, don't heat up, Lithium Ion cells are available to increase runtimes, and aren't too expensive, but if you only need a handful, consider some AA lights.
You can grab the batteries out of your remote, out of an RC car, out of XBox controllers - pretty much anything that's available. With current LED technology, it's possible to get incredible outputs and long runtimes on a single AA battery, which allows the lights to be nice and small, and easily stashed in your back pocket, alongside your wallet.
Google is your friend, but here's a few lights to consider:
The first three are Fenix LD10's, with the furthest left being the newest generation, followed by two 4Sevens Quark lights, and a Nitecore.
All are relatively inexpensive ($50US to $70US), run on a single AA, have Hi and Lo output modes, and are brighter than most of you would ever require.
Check them out. :)