What most people call a true cone - a two-dimensional shape (usually a rectangle in this case) extended upwards and tapered to a point. In the mathematical sense, it refers specifically to a cone with a square as its base, though all you perverts often refer to "triangular pyramids" and the like. At least the Egyptians were nice enough to keep the base as accurate of a square as possible.

On a related note, a strict pyramid is not a platonic solid, whereas an equilateral triangular cone (i.e. tetrahedron) can be (although it requires that the base be equilateral and its extruding line segment be orthogonal to the base and with a length exactly right to make the sides also equilateral - not so easy to compute as one might think).