NU35 is IMO over-complicated and bulky. It has a broad area beam. Realistically are you ever going to run it off AAAs ? Keep it charged up and it will run for a decent amount of time.
Nu25 is excellent. Tighter beam, less spill, but that might not be exactly what you want.
NU17 is IMO the best of the bunch, for my purposes. And used to be a great bargain, half the price of the others if you shopped carefully. (I got mine for £15 in August, should have bought two. Now same price as an NU25). Same LED arrangement as the NU35, main flood beam, two red leds, and two high CRI white leds, very bright which are totally superior to the main beam for e.g. examining things when gralloching, spotting blood trails, or just seeing your surroundings in something closer to sunlight rendering. Less efficient than the (super-efficient) main led, same in all three models., so shorter run time in high CRI mode. Choices.
NU25 has just one red LED, and one high CRI LED. Which are OK, but not a patch on the NU17 and NU 35 twin LED arrangements. The NU25 is all about the tightly focussed main beam, which is excellent.
You can can walk, or run about outdoors with twin red LEDs very comfortably. With just the one, you can see a little bit further than your feet, but that's about it. With one high CRI led it is useful at close range. But the models with two cover much more. With a floodier beam than the NU25 the others are IMO more suitable for walking, running, general situational awareness.
All three have much the same battery capacity, approx. 500maH. Similar energy content as x3AAAs And run times. If I am in some situation where I don't have access to mains electricity I carry a powerbank, primarily to juice up my 'phone which needs a 3000 mAh boost most days. It can also tickle up my NU17 at the same time, from empty to full in maybe 1.5 hours. Not that I need to do that every time, the battery indicator on the Nitecores seems good, and the run times, from my testing, correct. They are also properly waterproof, unlike e.g Tikkas, if that might be a concern.
Operating headtorches from disposable cells, whilst being a nice option to have, compromises many other aspects.
So, I would suggest either NU25 or NU 17, rather than NU35.