I used the same 3 AA E2 batteries in my BD Gemini headlamp for a Rainier climb AND a Baker climb, and they still did not go dead.  The headlamp was on for 7 hours on Rainier and 4 hours on Baker.  Temps on Rainer were in the low 30's, and around 0 on Baker (with windchill).  I was not leading, so I used the LED bulb on my headlamp (rather than the halogen one). 
  
As an added bonus they are 1/2 the weight of regular batteries.