Miranda, I used to use cateye double shots but hated the weight of the battery on my back. (someone stole the bar mount..)

Prior to purchasing our Ay-up lights, I had never come across any lights with light batteries. I don't have a clue about what's on the market in the US,but the Ay-up ones are getting rave reviews on an aussie site i visit.

Best of luck on your search!