What about using Lithium polymer batteries? They are small, light and are rechargable? They cost a bit more than regular batteries and you will require an appropriate charger. each cell is 3.7V, so the closest would be 11.1V, If this is too much, you can easily get hold of 9.6V regulators.
I suggest to try a model shop, as most transmitters are 9.6V. And a lot of people are moving over to lipo's
A 11.1V battery pack weighs around 35g has a capacity of around 480mAh, and can be found for around £20. A charger will cost around the same.