The downsides of the lithium primaries is they are pretty expensive and not available in many stores, but they do last a long time. You can find both the Energizer Ultimate 9V and the Ultralife brand online without too much trouble, though.
I've never given much thought to trying NiMH or Li-ion batteries in my smoke and CO2 detectors, since they're even less common than the lithium primaries, and they get replaced so seldom the cost isn't that big of a deal. I'm comfortable with alkalines in the smoke detectors, since I've never encountered one dead without the warning beeps nor had a leak in that application. Even if it did happen, there's at least one smoke detector in every room in the house, all linked together so only one has to detect something amiss to alert the whole house, and all connected to the 120V power, as well. That's a pretty good level of redundancy, in my opinion.
I might put a lithium primary in the carbon monoxide detector next time, however, since we only have one of those, and there's a chance my son could pull it out of the outlet it lives in without being noticed.