Yep, if you have a MiniMag, you are really handicapping yourself. There are TONS of excellent headlamps and flashlights out there.
AAA are the smallest any on average will give the least time on a set of batteries.
AA are the best balance of power and time and also the best one to go with to standardize your equiptment. Light, GPS, Camera, you name it, lots of stuff runs AA.
If you want the best, longest lasting lights, you can step up to the CR123. An excellent one is the Main Beam by Brothers of the Bow.