Battery recommendations

Wondering if there are better/worse types of batteries to use for our purposes. So far I have only tried lithium ion CR2 and CR123A types. The Surefire CR123A are listed “for high drain devices”, which I’m fairly sure our little sensors are not. Many of these batteries have been developed for cameras, electronic cigarettes, and flashlights - very different power requirements.

What would be most important here? Chemistry, mahs, what’s the ideal situation for a small radio listening device to last as long as possible?