When hunting, I find that I need two types of lights: (1) a headlamp for light at your feet or arm's length, and (2) a handheld flashlight to scan far in front for navigating through unfamiliar ground or searching for downed animals. These two lights should share the same battery type to make it easier to consolidate power sources, which results in fewer items carried in the field.
Currently CR123 cell batteries are the most practical as they have long run times and provide bright LED output. They resist cold temperatures very well and have a 10-year shelf life. Plus, they are small, easily transportable, and affordable. For storing CR123 cells, there are some inexpensive and light weight battery holders available that are just a touch larger than a Tic-Tac box. I put only three batteries in mine because that gives me a full recharge for both my headlamp and my handheld flashlight, which has always been enough even for a week long hunting trip.
Your headlamp should be able to cast a wide flood pattern with various luminous settings. A setting of 10 or less lumens provides sufficient illumination for reading maps and digging into bags. To provide good visibility for walking afield and hanging stands, around 50 lumens is recommended. For extra light when blood trailing or searching for dropped or lost gear, 150 to 200 lumens is needed Anything above 200 lumens in a headlamp usually comes at the cost of significant bulk, weight, and reflection in your eyes (especially from fog and bugs, making more light output not that more helpful). I prefer my headlamp to be among the smallest and lightest CR123 powered lamps available and have chosen the Fenix HL50 for this use, which conveniently fits inside a medicine bottle.
Your flashlight should also have multiple settings, but be of much higher power. The higher power in a flashlight will allow casting large amounts of light when scanning the woods or shorelines for example, while minimizing eye reflection and keeping the bulk of a larger unit off your head. I prefer to use a two cell CR123 model lamp for this application to give me double the run time in my flashlight at very little bulk. Plus the added length makes it more ergonomic in the hand. Many flashlights that fit this bill are approximately 6" long by 1" tubes. I've chosen to use a Fenix PD35 flashlight because of its features, minimal size, power levels, and run times.