While your average pile alkaline 9V has a capacity of about 565mAh and costs somewhere around $2, a budget 2S (7.4V) LiPo pack that costs $9 can have a capacity of 1800mAh, with the bonus of 1,000+ charge cycle capability.
To use my LiPo packs on my Arduino, I made a simple adapter from Deans Ultra (the type of plug I have soldered onto all my LiPos) to the barrel plug that fits into the Arduino. Make sure that when you use a LiPo for an extended period of time, or any time at all for that matter, always connect it to a low-voltage cutoff (if your LiPo drops below 3.0V per cell, you're pretty much dead in the water).
Now I can run my Arduino away from the wall or computer for long periods of time and for a low cost, and you can, too!
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