I chose to use 4 AA batteries in my breadboard, depending on your needs, you could choose a 9 volt battery or even a couple of CR123 batteries. With a 9 volt battery you'll have room to add a regulator circuit. My logic with the AA batteries had more to do with the fact, I've got a ton of rechargeable AA batteries so I won't be spending too much time looking for them or money when it comes time to replace them. And as a side benefit, 4 rechargeable batteries make approximately 5 volts and Alkaline batteries about 6 volts so I have an option.
Lets get on to putting this together. The battery box I used (Same as in the previous link) came with 6 inches of wire attached. We'll use that extra wire to connect the positive lead (Red) to the switch and then to the positive bus. On the negative side it will just connect the negative lead (Black) directly to the to the negative bus on the breadboard.
That's all there is to it wiring it up