Biking in the winter, or at night, is dangerous without a front light. A good front-light is essential, not only for being seen, but to see the road. LED lamps will not illuminate the road, and they can be too dim for cars to see you (1W or better LEDs are quite nice as headlamps.) I offer here a simple (but high-quality) design to build your own 5 or 10W halogen lamp, which runs off of a rechargeable 7.2V or 7.4V Lithium Ion battery pack.
Assembled light, with 10W halogen, and 3.5Ah 7.2V lithium ion battery pack (the nice battery holder was custom made for another project).
LiIon are extremely light and small, much lighter/smaller than NiCads, NiMH and for sure Lead Acids. They can handle a couple hundred recharge cycles, are readily available (unlike LiPolymer) and work in cold weather. Another nice thing is their voltage starts at 8V and quickly drops to 7.2V, then stays there for most of the life, before dropping slowly to 6V. This means that overvolting your 6V lamp is really easy. The bad thing is that you may not notice that the lamp is dimming before it abruptly turns off due to the internal undervoltage fuse.
Li-Ions are a little more delicate than most batteries and must not be over or undervoltaged. I use prepackaged batteries with protection circuitry inside. I would hesitate to use bare-back cells, as fires suck. Regardless, Li-Ions dislike giving burst charges, so you can't just connect your lamp to a battery with a resistor (or potentiometer) in series, as halogens will current-spike (5A? 10A?) if voltage controlled. Therefore you must use a current-control scheme as presented here.
You can buy Sony InfoLithium/Camcorder batteries (such as the NP-F550/F750/F950 formfactor) off of EBay for cheap, you can connect to them with mini banana plugs. (Or by soldering directly if you are really really quick and have everything pre-tinned, I don't advocate it unless you're safe!)
There isn't really any other reasonably priced options available right now, 5W luxeons are $50 and the white ones don't last more than a couple hundred hours. They are more efficient than the MR-11's I use, but the best is really to go with an MR-16 10W if possible. I had trouble finding a 6V MR-16 bulb, so I stuck with MR-11. Most 'professional' bike systems use MR-11's because they are small and unobtrusive.
You can overvolt by turning up the pot, for up to 10% overvolting (5% over-current), which will give you 40% more lumens but give you only 1/3 the bulb life. For more information about overvolting see page 8 of the GE Halogen Guide.
These bulbs are available from Atlanta Light Bulb for $6 each, make sure to get the right voltage, wattage, and with a coverglass.