Regular 9V batteries only last for about 30 minutes before they're dead, so an alternative would be some rechargeable. Some like these.
Those batteries are just as bad as regular 9v batteries, if not worse and they die even faster. The thing is, they don't supply enough current, and the only way you would be able to get more time out of them is if you double or triple them up (in parallel, not series). That's why I recommend getting a rechargeable battery pack. They put out a lot of current (great amount for the arduino) and they can be recharged about 1000 times over, before they start to weaken.You can use the batteries in your link, but you will need to constantly recharge them every 10 - 15 minutes. But if your ok with that and it won't be too much trouble, then get them.