Primary cells: Energizer Lithium AA/AAA/PP3. No alkalines in anything, ever, after Duracell puke in expensive handheld meter.
Rechargeable: Eneloops for AA/AAA, EnerMax Powerex PP3 230mAh 9.6V (8 x 1.2V nom), needs compatible charger.
Special for DIY stuff: SAFT LS14500 (AA size), 3.6V 2300mAh; RS Components has "PP3" SAFT battery w/ 3x3.6V also.
Edit: Corrected PP3 NiMH 9.6V battery brand