The quality of the cells that you buy for yourself will make a world of difference. I got some TrustFire batteries that claim to be 3000mAh but have less than 1400mAh of useful current. I also bought some Orbtronic cells that claimed to be 2900mAh, but all four that I purchased can provide more than 2950mAh of useful current - wow!
The charger makes a difference too - I use a hobby charger and a plastic holder that I soldered a balance plug to. This allows the charger to monitor each cell individually as they are charging four at a time. Some standard chargers (made to fit 18650) do monitor individual cells but I like the hobby charger because it logs how much power the cells have taken and ramps down the amperage as the cells fill to make sure it's getting them totally full - also a hobby charger will have storage charge and discharging capabilities and they are really quite cheap these days.
The exterior housing of a battery cell is usually pretty fragile, so I carry spare batteries inside of a properly sized plastic case. Also, be careful not to gouge them with my fingernail when I'm inserting/removing them from the charger or appliance. Sometimes too tight of a fit will cause the metal piece with the button-top to come loose and shift away from center, so be careful about forcing a cell into a tight fitting holder. If you puncture or dent the battery, stop using it and leave it in a well ventilated place until you can properly dispose of it (local recycling authority can tell you where to take it for disposal).
If you purchase "protected cells" they are more likely to be oversized, but they will be inherently safer. Some protection circuits cut the battery off at too low of an amperage and thus can't run a powerful flashlight, so you need to be sure the cells you're getting can handle the task you intend for them.
After 250 recharges or so, Li-Ion cells will loose around 10% of their capacity and maximum current output. If you are only draining the batteries half way before recharging them it will take over 1000 recharges to see the same 10% loss. These statistics get worse if the battery is subject to heat at any stage, so a laptop battery pack getting hot in your lap or an 18650 cooking inside your hot flashlight will degrade much faster. For example, laptop battery packs usually don't last more than two years reguardless of how often they are cycled due to the heat stress they are subject to.
Similarly, charging your cells up to a max voltage of 4.2v will mean a 10% increase in capacity over a cell charged to only 4.1v - BUT it causes stress on the cell and you should not store a cell charged to 4.2v for any length of time. Charging to only 3.9v is best for storing cells for any length of time as it reduces the voltage-related stress, but then the cell would be at half capacity compared to it at a 4.2v charge. Right before I head off on an expedition I'll charge the cells I'm using later that night to 4.2v and carry spares charged to 4.1v - when I get home I charge them back to 3.9v and top them off again right before I plan to use them next.
Charging at a "1C" rate or lower is also beneficial. "C" stands for "capacity", so if the cell capacity is 2000mAh then don't charge at more than 2 Amps. "0.7C" is even easier on the cell.
To summarize: Good cells only, good charger only, handle gently, charge properly, store properly, match protection features to application, minimize heat, dispose of properly. Hope that helps!
edit: Dave posted while I was typing - provided some excellent links, do check them out for further info.
