There are AA and AAA sized lithium ion rechargables, but they won't work in anything that uses alkalines, since they provide a very different voltage (3.7V). They are usually called 10440 (AAA-sized) and 14500 (AA-sized).
There are AA and AAA lithium _primary_ batteries that provide 1.5V and are in stores, but they cannot be recharged. They are far superior than alkalines in most ways, especially in the cold, but they cost drastically more, around $1-2 each. I've switched many of my low-drain applications to these batteries, where they are likely to outlast the device without leaking and destroying it.
There are AA and AAA lithium _primary_ batteries that provide 1.5V and are in stores, but they cannot be recharged. They are far superior than alkalines in most ways, especially in the cold, but they cost drastically more, around $1-2 each. I've switched many of my low-drain applications to these batteries, where they are likely to outlast the device without leaking and destroying it.