I took the risk of running a 9g servo from arduino's power (5v). It ran fine and the arduino's voltage regulator did not blow. But I wonder if running a 9g servo with arduino's power will not cause problems. Like when the servo's movement is stopped an obstacle and it draws more current.
Also when I ran the "Sweep" code. It was not at all smooth. It was very jittery. Changing the delay value may change that.
Note that servos draw considerable power, so if you need to drive more than one or two, you'll probably need to power them from a separate supply (i.e. not the +5V pin on your Arduino). Be sure to connect the grounds of the Arduino and external power supply together.
Personally, I may do this on a breadboard with a $2 Atmega328P-PU for testing quickly, but I would not risk an official board just to say that I got away with it...
but do NOT put them under load.. as they (as mentioned) pull WAY more current.. much more than any Arduino pin can handle safely.. thats for sure!
and while it may not break at that time.. the pin may get damaged..and give out at a later date.
as a rule of thumb.. if component needs more than say 20-40mA current.. look to powering it from an external battery source directly... and NOT through the Arduino.. (use the Arduino ONLY to toggle/control the component)..
also.. ensure all GNDs are tied together..
this helps with jitter and/or not working at all..
Voltage regulator may be able to handle it, but will probably warm up immensely while under load. I'm guessing the linear regulator used is something like 500mA, so it might be enough. The jittering issue may be coupling noise back into the arduino. I'm not sure how bad servos are for doing this, but its usually one of the reasons why you separate the voltage supplies of your low voltage digital electronics from your motors.