I agree with Cruiser.
There's a bit of info at the bottom of Page 1 of this DATA SHEET about lithium vs alkaline.
http://data.energizer.com/PDFs/l91.pdf
Panasonic make a CRV3 lithium note 3V in AA format.
http://www.farnell.com/datasheets/38704.pdf
Bottom of page 1 shows lithium vs Alkaline at different temps.
A number of manufs do Lithium Thionyl Chloride (usually 3.0 / 3.6V) which I have used in devices used in the 'wilderness' for several years, eg:
http://www.farnell.com/datasheets/75434.pdf
and
http://www.farnell.com/datasheets/85380.pdf
the SAFT ones (previously Crompton Eternacell taken over by Saft) I found to be excellent.
Also Sonnenschein is another well known (by many) manuf.
If you want to run a PP3 plus regulator look at Ultralife and there is a similar one from someone else but I've forgotten.
BE AWARE:
Watch out for voltage even in AA/C/D size format.
READ Data Sheets.
READ SAFETY Data Sheets about usage, storage and transport.
And believe me, they will
explode like a shotgun cartridge if you burn them as I accidentally did once.
And, of course, they are more expensive. So really only suitable for extreme projects or very low power apps - unless you have massive amounts of cash to spare.