An article on cheap battery-powered micro-controller projects by Nerd Ralph:
Once the higher cost of a 9V battery is factored in (about $1.50), the 9V battery is clearly more expensive than a 3V coin cell. However you may have a cheap source of 9V batteries – smoke detectors. I’ve found my smoke detectors start beeping to replace the batteries when the open-circuit voltage is still above 8V.
I’ve re-used these batteries for RF transmitter projects. The transmitter modules I use will work with 3-12V, with more voltage providing higher power transmission. Instead of using a voltage regulator to power the AVR, I use a LED similar to what I did for my ATtiny85 NRF24l01+ project. Instead of a red LED, I used a green LED with a forward voltage of 3V. With the 9V battery putting out 7.9V under load, I measured 4.9V at the input of an ATtiny84a I used. Besides being a bit cheaper than a regulator, the LED has the benefit of working as a power use indicator – when the AVR is consuming more power the LED glows brighter.