One thing I always recommend to anybody shooting anything with any kind of camera, is to have extra batteries. Some cameras, the lower end compacts, will use double As, making it simple. You buy some rechargeables and keep on you at all times. You're good to go.
For something like a DSLR, it is probably a little more expensive, but definately worth it. There's nothing worse than being out shooting something, let's say a soccer game, and have your camera die. That's it.
Another thing that I invested in, that's a really good option if you're shooting with the DSLR, is getting a vertical battery grip. This puts two batteries in your camera instead of one. Canon, Nikon, Sony, Pentax, and all the major brands make these for those other cameras. It just gives you more juice, so you don't have to physically carry around a second battery.
Don't buy third party batteries, unless they're from a really reputable brand. Firestone makes some pretty decent third party batteries. You can get them on websites like D&H [SP] and Battarama [SP], but there's a lot of really cheap, dangerous batteries floating around on Ebay, that can present a danger to you in multiple ways.
They can short out your entire camera circuitry, and that might not be fixed on the warranty. Then, you're really out of luck. Others have had cases of charging, heating up, and catching on fire, which is not very likely to happen. It's something to keep in mind.
With such expensive equipment, it does pay off to get proprietary stuff. I always do, at least with batteries. Have a second battery, have a third battery, have a fourth battery. You can never have enough batteries.