You could get a straight replacement 3V E10 LED, which would run more efficiently and probably brighter than what you have as they seem to come in a very similar form factor as the incandescent it was designed for (you want it to light up in a way that's as close to the incandescent as possible to work with the reflector and lens properly—for example, you wouldn't want a bulb with a single LED projecting straight out the top in a narrow cone where the original shined in a 180* spread from its base). If you want to keep the headlight as original as possible, that's your best route and you probably won't find too powerful a light in E10 size anyway. You could probably get one that would run at 9V. Not sure how heavy gauge and number of strands the wires are in the headlight, but I think you'd probably be OK as there's not a lot of power and I would guess that they're at least 24 ga., which should be fine for the small kind of bulb you'd find in E10 (however, I am not an electrician nor do I know the particulars of your light!). What I don't like about disposable 9V batteries is that they have a short life span. You can connect two or three in parallel to get some decent life or get a rechargeable 9V pack (or 6V, or whatever if you go with that). If you're willing to butcher the guts of the headlight, you can do whatever you want. I always go with 12V because it opens up pretty much any automotive or motorcycle LED light, which are cheaper, brighter, and more varied than specific bike lighting (they don't have to be LED, but running a high power halogen requires a large battery that can take a big current draw and is kind of overkill for a bicycle). However, you already have the light housing you want, you just need the bulb.
