I suggest people give Lithium batteries a try (note that this is a type of battery, not a brand).
Lithium batteries typically last considerably longer than Alkalines, and in my own tests, they actually made my sabers glow about 20% brighter than standard alkaline batteries (these were cheap Alkalines, I haven't tried them against the premium Duracell or Energizer batteries Yoda mentioned, but I will and report back).
Also note that Lithium batteries are LIGHTER than Alkalines (about 25% lighter), so if you're loading up a Darth Maul double, you'll definitely feel the difference.
Lithiums cost about twice that of alkalines, but they are absolutely worth it.