After much abuse, the charging circuit in one of my lights stopped working. It lights up red, but never sends any electrons into the battery. No big deal; I just have to change out the battery and charge it externally, which is what I normally do anyway.
Also, I managed to crunch the light at the tip on one of my lights pretty badly. Totally my fault, not the light, of course. The LED still works, so I just fixed it into place with a hideous glob of hot snot glue and carried on...
As others have mentioned, the stock battery has a protection circuit, so if you buy extra batteries it's important to get the version with the circuit. These have sort of a line around the battery at the positive end, and a button much like a disposable battery.
18650 batteries come in two types; the ones without the protection circuit are intended for use in gadgets that have the circuit built in (as in most battery packs), and batteries with the circuit are intended for replaceable use. In other words, you cannot use lithium batteries without a protection circuit somewhere.
Unprotected batteries are a wee bit shorter but will work in these lights. The main danger in this usage is that if you install an unprotected battery backwards it could cause a lot of damage very quickly and could start a fire. These things get very "energetic" very quickly if damaged or mismanaged.