They have very little capacity: they can't provide 9V at much current or maybe more important, for very long. Rather, 6x1.5 gives you a far better 9V source of current that lasts much longer.
Assuming the thing can run on 7.2 volts, I would tend to use 6 Nimh rechargeable batteries, which give out 1.2 volts for most of the run time, and since the batteries are rechargeable, you just pop them into a charger. Use 8 AA batteries if you need more voltage (9.6v).
I tend to like batteries meant for charging cell phones that provide 5v via the USB port, as long as you don't want to power servos or motors.