I have modified one of my headlamps to accept larger capacity batteries. The first step was to dis-assemble the entire headlamp, solder wires in the correct places, and run the wires out of the lamp. You can see the headlamp in action with a couple of 18650 lithium ion (LiIon) batteries that I had laying around. These batteries should give about 4 times the original runtime on AAA batteries.
Next step: I need to make a nice remote battery pack & quick-connect plugs for this.