Most of the lithium batteries you'll see are in coin/button cell form. Coin cells are small discs (see above), often Lithium cells are used (3V) but Alkaline, zinc air, and manganese are also used (1.5V).
They are very small and very light, great for small, low-power devices. They're also fairly safe, have a long shelf life and fairly inexpensive per unit. However, they are not rechargeable and have high internal resistance (which is what makes them fairly safe if there's only one or two in use) so they can't provide a lot of continuous current: 0.005C is about as high as you can go before the capacity is seriously degraded. However, they can provide higher current as long as its 'pulsed' (usually about 10% rate).
One of the most popular coin cells in use right now is the CR2032 which is 20mm diameter x 3.2mm thick, provides 220mAh at 3V. Lithium coin cells can get as large as the CR2477 (24mm x 8mm) with a capacity of 1000mAh for $3.50
The only other lithium cell you'll see around is the CR123, which is a 3V cell thats a bit thicker than a AA battery and a bit shorter too.
Pros: Light, high-density, small, inexpensive, high cell voltage, easy to stack for higher voltages, long shelf-life.
Cons: Non-reusable, low current draw capability, needs a special holder.
Prices: CR2032 are around $0.35 (220mAh) CR123's are $1.50 (1300Ah).
Power density: 270 Wh/kg