The Li-O2 batteries have attracted much attention due to their parallel theoretical energy density to gasoline. In the past 20 years, our understanding and knowledge in Li-O2 battery have greatly deepened in elucidating the relationship between structure and performance. Our group has been focusing on the cathode engineering and anode protection strategy development in the past years, trying to make full use of the superiority of metal-air batteries towards application. In this review, we aim to retrospect our efforts in developing practical, sustainable metal-air batteries. We will first introduce the basic working principle of Li-O2 batteries and our progresses in Li-O2 batteries with typical cathode designs and anode protection strategies, which have together promoted the large capacity, long life and low charge overpotential. We emphasize the designing art of carbon-based cathodes in this part along with a short talk on all-metal cathodes. The following part is our research in Na-O2 batteries including both cathode and anode optimizations. The differences between Li-O2 and Na-O2 batteries are also briefly discussed. Subsequently, our proof-of-concept work on Li-N2 battery, a new energy storage system and chemistry, is discussed with detailed information on the discharge product identification. Finally, we summarize our designed models and prototypes of flexible metal-air batteries that are promising to be used in flexible devices to deliver more power.