Thank you NightCrawl. So if I understand it correctly, 2600mAh would indeed be the better ‘all-rounded’ cell choice for beginner? Guess I will have to eventually decide on the first 18650 light here, and then post the question again… 
Yup. For an explanation, go there:
http://lygte-info.dk/review/batteries2012/Common18650comparator.php
Select Keeppower 18650 2600mAh and Keeppower 18650 3400mAh. Then click the boxes to show only the 3A curve. You will now see two curves, thats the "voltage under load" curve, for a load of 3A, which is a good load for an XML light. An XML needs about 3.4V at 3A. Now if you take a look at where the cells reach 3.4V, thats at 2Ah for the 2600mAh cell and about 1.5Ah for the 3400mAh cell. That makes up for 25% more runtime on max output, but in total the light would run longer with the 3400mAh cell.
The difference is not that big and you'll be fine with either cell, but the 3400mAh are more expensive than those with 2600mAh. And, for a beginner, its advisable to stick with protected cells. Also, if you dont have a multimeter, get one. Cheap one for 10 bucks is fine. ;)