It's not so much the brand of battery that's important, but the type.
If batteries are marked "zinc-carbon", or if the chemistry isn't described at all, don't bother using them at all. They are vastly inferior to alkaline batteries in every way except for price and weight. "High Power", "Extra Power" or "Super Mega Duper Power" means nothing.
Lithium batteries are even better, though they cost even more.
Rechargeable AA and AAA batteries can be used as well. Ordinary high-capacity 1.2V NiMH cells work well with the various LED lights I've used, and don't need topping-up too often.
For a rear light, I'm happy with a Cateye TL610. I would only want something brighter if I rode a lot in the fog or more on dual-carriageways at night.