I put a 9V lithium in one of my PAL lights a while back and my impressions are:
If you're going to use it daily, it's not worth the extra $$ as there is NO increase in brightness because of the way the PAL is resistored. There IS an increase in run-time, but not enough to justify a lithium 9V costing up to 5X what an alkaline 9V costs. Also, most lithium 9V batteries are slightly larger than an alkaline 9V making for a VERY tight fit in a PAL light. Getting them in is a squeeze...getting them out is a real MFer!!! If you're going to put the PAL up for emergency storage, then I would say that the lithium 9V would probably worth the extra expense. But for normal use, IMHO, the lithium 9V isn't really worth the $$...
PJD