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.