CR123 battery cost will kill you if you buy them in the little 2 packs and whatnot that Surefire sells.
Buy a "bulk" pack of 12 or 24 on batteryjunction.com and you can save a lot. $1.43/battery, compared to the $4/battery retail packages in stores. While still more expensive than AAs, it's really not too great an expense and makes a lot of sense considering all the other advantages.