They can be very useful for the devices that want the full 1.5V, as they can provide that 1.5V across their whole charge cycle, unlike NiMH and Alkalines that drop down the voltage. They are also lighter than NiMH. However they are also more expensive and for most devices NiMH will work just as well, while costing less.
Another thing worth mentioning, NiMH show charge in mAh on the package, Li-Ion very often give it at mWh, which makes the Li-Ion look 20% bigger than they are.