The first thought about portables and small units is to use a 9V
    battery, but 99% of the time it is not the best choice.  Sometimes
    changing from 9V battery to 3 x AA Alkaline cells (4.5V) or 4 x AA NiCad
    cells (4.8V rechargeable) is the best choice for several reasons.

I think it was a linear technogies App note that pointed out that 2AA cells
contain significantly more mAh than a single 9V battery, and if you use an
efficient step-up switching regulator to get 5V from 3V instead of a linear
stepdown regulator to get 5V from 9V, you'll extend battery life quite a bit
while also reducing customer costs...

(which may be irrelevant to the current case.)

Easiest way to get +/-5v from 9V would be a linear regulator to get 5V,
and a 7660-style capacitive inverter to get -5 from the +5.  Get better
efficiency by using a switching design to get the +5V, and best
efficiency by having the switching regulator generate both positive and
negative voltages...

BillW


PS: Dates all better now?