[Xenonman]

Uh...not really. The thing is, I've always seen MnO₄^- paired with K⁺. Never seen the lithium or sodium or whatever salt of it in, not even in textbooks.
Why is the K⁺ one so absurdly common? The weight of potassium would make methods a bit more robust, but I don't think that's enough to make it this much popular.

Is it some kind of monopoly, conspiracy of some sort that keeps us away of other permanganates? 

[mjc123]

This may give some hints:

http://en.wikipedia.org/wiki/Sodium_permanganate

[Arkcon]

This is a tough question.  Generally, the sodium salt is the reagent of choice -- sodium salts are the cheapest, what with the planet having oceans of raw material.  Sodium salts tend to be more soluble than other salts.  Potassium is a bit more expensive.  And it has an important use -- plants need it to grow, so we tend to reserve it for those applications.  Or other reasons it may have slightly different properties.  For example, sodium salts are all very hygroscopic.  Maybe since potassium permanganate is used as a standard, we want a salt that's easily dried, and easily kept dry.  This may have been a more significant a century ago, and we're just stuck with it now.  Lithium salts are pretty rare, and lithium has human physiological effects -- we use it for medicine, not reactions.

[Xenonman]

It makes sense now. Oddly enough, there were more hints here: http://en.wikipedia.org/wiki/Potassium_permanganate than in the sodium one.

This also explained why I had to titrate NaOH so many times in different courses.

[AWK]

Sodium permanganate is hygroscopic. Moreover, it cannot be obtained by fusion of NaOH with MnO₂ which is used for KMnO₄, hence is much expensive.
I had in hand many permanganates. What is interesting and rather unknown - all permanganates are very soluble in water like nitrates(V) and all show the same color. Most permanganates are hygroscopic.