Are cargo holds pressurised these days?
Aircraft design has not changed that much in the last 10 years. In fact, most aircraft in production 10 years ago are still in production.

The cargo holds in typical airliners are indeed pressurized. Take a look at a cross section of an airliner (A380 here):



The round shape of the fuselage outline is very efficient at withstanding pressure. Because of that, everything within the fuselage shape is pressurized. This includes the cargo hold below. Only cargo holds located behind the aft pressure bulkhead would be unpressurized, and these are mainly found in smaller aircraft.

The floor of the passenger cabin is not designed to withstand that pressure, because the flat surface would need to be much heavier to do so. Decompression events are considered by regulations though, so there are vents that allow the pressure to equalize. In older aircraft without these vents, a decompression event can cause the floor of the cabin to collapse, as in this incident (and because it wasn't addressed, this one too).


  Are cargo holds heated?


Sometimes. This will depend on the aircraft type. There are many threads over on the TechOps forums about this. The temperature can be adjusted depending on the cargo load.

Although the air outside the plane is cold, the walls are insulated (also for fire protection), and being pressurized along with the cabin helps too. Even in unheated cargo holds, the temperature should be above freezing. For example, the cargo bay of a 767 stays above 7˚C but with heat stays above 18˚C.


  Do they have lights? (Aren't some lit for animals?)


They do have lights, mainly for ground crew during loading and unloading. See this Boeing page about fire protection where it mentions that "another safety feature on many newer airplane models prevents the cargo lights from operating in flight".


  and what about Fedex-type cargo-only aircraft?


These aircraft are still based on the airliner models (and sometimes converted from airliners). Therefore, they have the same pressurization system. The cabin is still pressurized, or they would have to put in some type of bulkhead behind the cockpit.

This includes the cargo version of the 747 (both upper and lower areas are pressurized).

The rare exception would be aircraft like the 747 LCF (Dreamlifter). The cargo section is not pressurized, and there is a bulkhead behind the flight deck section.