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Whether you should power your dive lights with rechargeable or disposable batteries depends on how careful you are at maintaining your equipment.
Diving lights that use disposable batteries burn longer and are cheaper to buy. But they aren't as convenient and are wasteful.
Rechargeable batteries cost more, and require you to perform the extra task of recharging after a dive. You also will want to be extra careful with your rechargeable batteries and not lose track of them.
A benefit of rechargeable batteries is that they pay for themselves over time. Divers who frequently use underwater lights and take good care of their gear may prefer rechargeable batteries. If you are a beginner or don't want the extra task of recharging batteries, then stick with disposable ones.