Okay, you guys have convinced me. I guess I'll use rechargeable batteries. Would a 18650 4000mAH Li Ion battery be the best to use?

 

You want a battery that you can charge, and the charger usually costs more than the battery. Li-ion is great for energy density (laptops, phones) but it may be more expensive than, say, nicad or NiMH, in applications that don't require minimal size and weight.

A visit here might help you.