I have the old style Petzl Zoom (4.5v) and I like it very much... it is pretty much the standard among climbers. (and may be found dirt cheap on closeout now)
They now offer it in a 6v version that is said to be brighter and doesn't need proprietory batteries (the 4.5 also has a battery tray that'll hold three AAs, but it's always home when my batt dies, and I've actually lost one).
I personally don't like LED light for travelling, they are great around camp, or reading, but not for hiking.
I would go with the best of both worlds... buy a headlamp such as the Zoom 6v, and buy a replacement triple LED (they can be purchased in a few different places, lemme do a little research and I'll get back to you on that...).
This way you can screw in whichever light suits your needs and make your batteries last longer, by using the LEDs as much as possible. (the Petzl has a place onboard for the spare bulb)
There are a couple companies offering "duos" a single headlamp that has both types of bulbs already in it, ready to go... just flip the switch... and either (and I think in some cases both) light comes on.
The cost of these outweighs the advantage (imo), you can often buy a single stage light and a replacement bulb for a lot less, but you don't have "flip a switch" convenience.
Your choice.
Just like I told TK, consider me your personal advisor look around and lemme know what you've got you eye on. Feel free to call on me with whatever other questions you might have too.
I hope this helps,
Jeff