I currently have not done as much with battery operated devices, but I'm planning to. Rather than use AA batteries, I plan on using portable 5v batteries meant to charge cell phones. I bought the EZOPower 5000 (http://www.amazon.com/gp/product/B004I0H9MU/ref=oh_details_o02_s00_i00) from Amazon. It has two 5v 1amp ports that can be used to power separate devices. I like this because to charge it up, I only need a micro USB cable and a 5v wall socket that I can also use to charge my phone or my Nook, and not a separate AA charger. As a test, I ran my UNO doing blink off the EZOPower for about 3 days of continuous usage (no special power saving programs, just the standard blink program). I use cameras and flashes that take 2 or 4 AA batteries, but even so, I prefer the EZOPower because it is more convenient.
At some point, I'm probably going to have to go a similar battery that has separate ports for 5v, 9v, and 12v, since I want to use wireless video, and that primarily seems to be 12v.