Robin2:
I would be reluctant to use any sort of regulator between the battery and the motors - it will only waste energy. However it might be worth considering a step-up regulator that might bring 12v up to 40v just for the convenience of a less complex battery.
Any battery system will be subject to voltage drop as the batteries discharge. You will need to figure out what is the acceptable minimum voltage and plan around that. Don't assume that the motors need the full 40v that they get at the moment.
Flying model aircraft use large LiPo packs - you should be able to get info on them and their management on Forums that deal with those models. Your application (at 4 or 5 amps draw) will be a lot more gentle on the batteries than an aircraft.
How are you going to recharge the batteries? Would it be better to have 2 or 3 sets of smaller batteries that can be swapped when they run down?
...R
I like the idea of using a step up voltage regulator. I could use a 12 V battery pack and transform up to 40 V, but how efficient would it be? If it reaches 90% in real life usage i would consider it.
I still dont know how to recharge the batteries because i havent decided which type of battery i use.
Btw: My Arduino Due is also powered by this battery. So i need a step-down regulator for a 40 V battery system to supply the arduino. The other option would be to use 12 V battery, directly power the Arduino with 12 V and step up to 40 V for the stepper motor. I am not sure whats the better option...
DVDdoug:
I just looked-up a "random" laptop battery and it was rated at 5 Amp-Hours. So, you'd be looking for something rather specialized if you need 20 Amp-Hours.
You might not need 20 Amp-Hours, since you said the peak current is 5.6 Amps, and you'll obviously need less if the motors don't run continuously.
(When you wire batteries in series, you increase the voltage, but not the Amp-Hour rating.)
I haven't found the Amp-Hour ratings for an automotive battery, but I have a feeling you are getting into car-battery territory... Maybe a batteries for a lawn tractor would do it? They do list "Reserve Capacity" for car batteries, and if you look-up how that's measured you might be able to estimate Amp-Hours.
Or, maybe a gas-powered AC generator?
Or, maybe build the whole thing around of a battery-powered golf cart? ...Plenty of batteries and it's self-propelled. 
A generator would be very nice, but my application must not produce any noise. Lawn tractor batteries are a convenient idea, i saw some good ones from samsung:
36 V is still ok and a pre fabricated battery pack will be in a nice shell and maybe have protection systems (depending on the type, will have to look more into this)
woodygb:
Use LiFePo4 .... perhaps multiples of this 4500mAh 6S2P pack or similar.
http://www.hobbyking.com/hobbyking/store/uh_viewItem.asp?idProduct=31941
or these 8400mAh 4S2P
http://www.hobbyking.com/hobbyking/store/uh_viewitem.asp?idproduct=14074
perhaps you could build your own from individual cells like B.M. ( Burgerman ) has.
BM3 Lithium Powerchair Battery. A safe LiFePO4 wheelchair!
LiFePo4 looks interesting. I will read into this type of battery today. Anybody else has some opinions and experience about using LiFePo4? Seems to be safer than LiPo at least, maybe Boeing shouldve considered using those 
Finally, my first decision will be:
Use high voltage Battery directly with motors and step down voltage for the Arduino OR use something like a 12 V battery and step up the voltage for the motor and use Arduino directly with 12 V directly??