Thank you for your replies, I appreciate it!
I have a few concerns about powering the servos separately:
- The servos deal with just a light load, so I don't think they will stress much the board;
- I've been powering the Arduino Duemilanove and servos from the same battery (9V alkaline) for almost a year without any apparent problems;
- Adding more components means adding cost, complexity and weight, so I'd like to avoid it if possible (even if it's just 50g, I must be sure they are worth it).