Re: Lithium AA\'s
You can't get them cheap (or rather, even if you get them cheap, they're still expensive) and their main advantage over alkalines is they work better in very cold weather and have longer shelf life. They also weigh a bit less, but if that's important to you, you're better off with a smaller light than a 4AA.
As for prices, batterystation.com sells them for $1.90 each, which is pretty good. I've heard of Walmart selling them for a few cents less in 12-packs, but I'd rather buy from Kevin. Places like Rite-aid usually charge around $10.95 for four.
My feeling is these batteries are somewhat exotic and special purpose. They're worth it in a few situations but in general, you're better off with a CR123-powered flashlight if you want lithiums, or alkalines or rechargeables if you want AA's.