jombo,
Check out this site. http://www.amazon.com/Tenergy-Li-Ion-2200mAh-Rechargeable-Battery/dp/B002Y2LJW0
7.4 v Lithium Ion batteries store a pretty good amount of energy, and they are light. They're more expensive than most other rechargeable batteries, but worth it. you might be able to find them cheaper on ebay or something. When you see a number before "mAh", that stands for milli-Amp hours. The higher the number the better. But that also means more cost. I suspect 1000mAh would be sufficient for 30 minutes or so of running your robot, but go as high as you can afford.
If you use a LM7805 voltage regulator it will drop the 7.4 v Li-Ion battery to 5v and all your devices that you listed can run from the same power rail on your breadboard. They will all get what they need in current and voltage as long as you keep the battery pack charged. Don't forget the common grounds. If you're not familiar with the LM7805 just do a search for it, and you'll find plenty of tutorials. The tutorials will explain why you need decoupling capacitors, etc.
Why are you using a rasberry pi and an arduino? Must be an interesting robot. Can you share? Or is it top secret? haha