NiMH work great but I hate taking apart my blinkies to charge em (tiny screws, afraid of breaking the plastic).
I've found the super-duper Lithium batteries last like 10x as long. They last a loooonnng time - months and months.
Maybe pricey next to NiMH, but much cheaper than Alkalines.

Like this:
http://www.onlybatteries.com/showite...FTgrOAodsScbMg