Battery setup for LED headlamp
First, I second the purchase (from ebay about $15) of a new headlamp that uses 18650 cells.

There are several one chip handful discrete components that would do the trick.  HOWEVER, if you place the electronics at your belt (and even if you don't), there will be a significant current which will loose energy on the wires to your lamp.  Most headlamps with larger battery packs, usually either place the pack at the back of the head, or up the voltage and buck the voltage at the light head.  Unless you are completely rebuilding the head enclosure, that is probably not practical.  Since you are wanting to use more capacity to achieve longer running time, I would place all the batteries in series at your belt and use a buck circuit to bring the voltage down to that compatible with your lamp head.  If you are ambitious national &amp; linear tech &amp; microchip all have chips to help in this.  If you want a nice circuit board and decent circuit low cost, ebay has numerous China vendors which sell small buck circuits to do exactly what you want.