I don't use flash enough to worry about it, but in general I prefer batteries that are removable for most things. No rechargeable will recharge as fast as switching to a second set if you run out in the middle of something! As to lithium ion, a lot of the small custom battery packs are quite pricey (ref: Canon BP511A and NB10L), I assume built-ins would have a similar problem, adding cost to the package. Plus what happens when the built-in battery dies -- they do, and in fact some seem to fade after two or three years.

My 1.4 cents (after taxes)