Alkaline batteries (the one-time use ones) are best for keeping their charge over long periods of time. They don't, however, as much juice as many of these rechargeable ones. The problem with rechargeables is that they lose their charge over time; Eneloops are better in that they keep most of their charge over time, but they're quite expensive. Rechargeable also have lower voltage than their alkaline counterparts. For AAs it means a NiMH rechargeable will have 1.2V to 1.3V instead of the full 1.5V. The opposite is true for Lithium-based rechargeable batteries, which often have higher voltages than their non-rechargeable counterparts, at least right after being recharged.
As for that laser, the best part of that one is that it has a toggle switch on the back of it. It might also be better for the heatsink, but the laser is often loose inside that case so it really doesn't conduct heat so well. Also, look at that left dot-shot photo on that page. See all those nasty halos and stuff? Those are from internal reflections of the casing and such, which I find makes the laser output kind of lame. I'd probably take it apart and use it for some other rig because of the tailcap switch, but not as a green laser to use.
You're paying about $30 for that thing, so why not spend a little more for something better?
This 50mW one is supposedly pretty decent, and they offer a
pre-pot modded version for the same price (100mW). The fact that it can be pot modded to 100mW probably means it is pretty stable. It also uses the CR123A batteries which I like more than the CR2s, since it seems more things use them.