The main point in using 14500s is not the higher brightness.
14500s have longer runtime and do work reliable in cold conditions where AAs wont work at all.
If you are using your zebralights as handheld lights this may not be any problem to you - if used as headlamp p the cold weather performance with AAs is quite bad as the headlamp wont be held warm by your hand.
This is espacially true if you are using the headlamp while riding a bike in winter: Due to the windchill factor AAs get to there limit pretty soon and you would have to carry a lot of AAs to get to the runtime a Li-Ion can deliver in such conditions.
Plus, li-Ions weight about half as much as AAs which is always welcome on a headlamp.
Li-Ions arent any more expensive than NiMHs and safety is no issue for one cell lights with protected cells...
Hmm, I didn't realized the limit of AA on cold weather...
That being said, using Li-Ions will bring more trouble than benefit in my cases:
1. the AW charger at 4sevens cost $18.5. There is a WF 139 charger in DX cost less, but people said it is a fake ultrafire...
2. AW 14500 cost $12 at 4sevens. There are some trustfires cheaper at DX, but it will be a trouble maker if the battery is too long or too wide, these industrial packaged batteries seemed has lots of variance.
That means a total $40 for a charger and 2 14500, or $24 for a charger and 2 DX batteries. I think even eneloops cost $2 each in regular sales.
So using Li-Ion IS more expensive. Of course if you are already using it, it's OK.
That's why I canceled my order at DX for 14500 batteries and charger, I don't want to find the battery were too long or too wide after several weeks waiting, and to exchange them with DX will need more weeks...