Actually, cameras, mp3 players, and phones do draw a lot of current. At least compared to things like remote controls and the like.
Lithium batteries work well in these devices as well as lasers because they have a higher power density than alkalines, with the added benefit that they work well in low temperature and they weigh significantly less than alkaline and NiMH batteries.
The downside is that they have 1.7V compared to 1.5, so they have the potential to damage some devices and that they are expensive.
This is fine for pen lasers, however, because they generally draw a lot of current, up to half an amp, which means it sags down to about 1.5 or 1.4 with heavy load anyway.
NiMH batteries have a lower voltage sag so, when fully charged, they usually measure in about 1.4V, but they do not drop as much.
The benefit of NiMH is that they are rechargeable and they can supply just as much power as a Lithium battery.
Alkalines do not last long in lasers and with my X105, I went through six in one day. They were good for about ten minutes of use, but the power dropped noticeably after that.
NiMH batteries worked great for my laser and seemed to yield just as much power as a Lithium battery, so I stuck with those. I used Duracell 1000mAh AAAs.
Another important thing: when it comes to NiMH batteries, you want the highest mAh rating you can find. This rating determines how long your batteries will supply full power.