For most people, a set of nickel-metal hydride (NiMH) rechargeable batteries is the way to go. They're reliable, reusable and much cheaper over time than disposable alkalines.
Panasonic Eneloop is an Engadget staff favorite. It's consistent and tends to hold up over time better than cheaper options. If you want to save a few bucks, IKEA LADDA is a good budget alternative. (Some have speculated that they're rebranded Eneloops, but that isn't confirmed.) Both are sold in the AA and AAA sizes you need for these systems.
Game Boy – 4 × AA
– 4 × AA Game Boy Color – 2 × AA
– 2 × AA Game Boy Pocket – 2 × AAA
– 2 × AAA Game Boy Advance – 2 × AA
– 2 × AA Game Gear – 6 × AA
– 6 × AA Atari Lynx – 6 × AA
Just keep in mind that the system's battery indicators don't always behave the same way with rechargeables. If the low-battery warning comes on, you may want to get in the habit of quickly saving your game to be safe.
As for how many batteries you need, a good rule of thumb is to buy two full sets. That way, you always have one in the handheld with another charged and ready to go.
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