@James: thanks for the info.
@cr0sh: I never thought of having a battery pack to power the motors, but that seems like a good idea! The only thing is that the power distribution might be a little complicated for my "robot", which is pretty much 2 modded servos and soon a ping sensor in the front, but I'll keep this in mind for later projects.
I checked out the starting guide and saw the section about using a 9V, which would be easy and instantly available to me. And another power-related question, to power the servo (its the small one) would the normal PWR output be enough?