In reply to blackreaver:
I've used the Myo RXP for years and rated it highly - only annoyance is that the button is small for gloved hands. I've done a fair few alpine trips with it with no problems. If your out for multiple days (Bivving?) and no access to mains then take a couple of sets of spare batteries. I normally have a petzl e-lite as well as my "get out of jail" if my main head torch fails.
I've also got a polar icon and Fenix HP10.
I prefer the Icon over the MYO RXP (both are regulated, the myo slightly better though) now as the high burn is a lot brighter (handy for momentary lighting up of the route). The button is much better on the Icon too and I like being able to adjust the brightness levels.
The Fenix is by far brighter than either, and has good burn times, but the beam is very tightly focused, which gives it great range, but makes it less useful for lighting up the area around you. I prefer the other torches. IT is waterproof though!
I rarely use any in high burn though - normally the more economic modes are easy enough (a lot of your time will be spent not really needing to illuminate miles around, just your immediate area).
Batteries - get some good quality rechargeable ones, esp if you are using huts and theres a chance they'll let you re-charge. I use high capacity eneloops and the difference in terms of battery life and torch performance over other types is massive! What ever torch you buy, check what kind of batteries it can take, as another option, esp for cold weather is lithium AA/AAA cells.
Do you carry any other battery powered kit (emergency GPS etc)? If so try and get a torch that uses the same batteries and you can double up spares that way too.
Don't worry about whether the batteries are on the headband or a separate battery pack. In 90% of circumstances it won't make a difference, as it won't be cold enough for long enough to seriously drain them on the headband esp if you keep the torch inside your sleeping bag while bivving. I find the separate battery packs a bit of a faff and they do seem to specialise in getting caught up in stuff!
Cheers,
Stuart