The Lithium Backpack is a Arduino accessory that will power the Arduino when it is away from a computer or a wall power. These products are sold at Liquidware (no longer available) for under $34 each.
http://antipastohw.blogspot.com/2008/06/how-to-install-lithium-backpack-to-your.html
Other options – http://timewitharduino.blogspot.sg/2011/09/rechargeable-battery-shields-for.html