Not real helpful as the OP was asking specifically about 18650s...
Trustfire "Flames" (wrapper is black with red/yellow flames printed on it) are pretty well liked as a reasonably priced battery with good power delivery. They run around $8-$10 per pair from many sources. I have some and I like them.
Tenergy batteries can be purchased off of ebay for $15 for 4 delivered, and from what I have read, they appear to be as good as, if not better than the Trustfire Flames. They are old stock being liquidated, but appear to be fully functional. If you live in the U.S., you can get them in just a few days, as opposed to waiting 2-4 weeks for delivery from Hong Kong or China. I'm planning on getting some to try out.
IMR and Panasonic batteries (and another that I can't think of right now) supposedly have the lowest internal resistance, which means they can deliver up to 5A, which is pretty crazy. If you have a light that can draw that much power without going up in smoke, you might want to give them a try.
Those are the ones that come to mind, I'm sure some folks will provide other suggestions, or advice as to what to avoid.