I use a FourSevens Preon P1 with a Li-Ion 10440. It's not factory recommended but the higher voltage (and rechargeable) puts out some nice light.
streamlight nano
47s preon 00
If you're willing to go with a slightly larger key chain light or a small pocket light, I highly recommend going with a 4 sevens mini AA with a 14500 battery upgrade. I have this light and couldn't be happier with it. The 14500 battery is basically a CR123 battery in a AA form. The advantage is, you can use a regular AA as well as the 14500. The regular AA puts out 90-100 lumens on high, while the 14500 puts out 210-220+ lumens on high. If you decide to go the 14500 route you will need a 14500 battery ( I prefer the AW brand ) and a charger for the battery. This set up will cost around $70 ( light $40, 14500 battery $10 and charger $15 ) If you can spend more than this for a light, there are other options to consider. A video and a pic for size comparison.
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I did not know that there was a charger for AAA and AA sized lithium-ion batteries. I thought my chargers would beat up and
cook the life out of these small guys. Glad to know that the 10400 size will live a full life.