I hate the AAA batteries! They have about 1/3 the capacity of a AA and cost more per battery than AA.
There are a lot of good quality 14500 or 18650 flashlights sold on Amazon (I prefer it over Ebay because of product ratings/reviews). If you can handle changing the battery, $10 will get you a
couple 14500 batteries a charger, and a flashlight. 18650 combo is under $20. Another idea is a headlamp. A friend of mine has
this one that is very bright. Keeps your hands free for walking the dog. They looks dorky to wear, but they are extremely practical.