There are some voltage stabilized options for rechargeable lithium's. But all I've seen are off brand and when you're talking lithium it has to be high quality so it won't get caught up in flames or explode on random occasion possibly destroying your camera.
Unless there are some genuine, known brand (sanyo, sony etc) LiIon's with high current rating and matching charger (note that charging current control is critical for LiIons), the AA's are good enough.
newarts Idea of taping only the end of AA's seems very good, only the protrusion in k200d is full length. Now i'm thinking of soldering a copper clip around the ends or thicker foil directly to the ends, since they are connected anyway and this would provide better current flow. In addition i could apply some glue between the cells to secure them together even better.
Only this would be too much of a modification to split the batteries quickly enough for use somewhere else.
In the mean while have a look at this:
http://www.youtube.com/watch?v=-DcpANRFrI4 http://www.youtube.com/watch?v=SQ0SNESIkWk
And LiIon's are not that far from LiPo's, wich can burst even when charged @ 0.11C instead of specified 0.1C. (C- capacity e.g. for 2200 mAh Icharge@0.1C=220mA).