My camera takes a proprietary rechargeable battery, and I'm of a mixed opinion... the battery is lithium, giving my camera a really decent amount of run time, and in really cold weather, alkaline and NiMH batteries are nearly useless (they don't last long when it's cold out) The downside to it is that I have to have a charger (it's universal voltage, so the only thing I have to have is a plug adapter for different countries) and if I run outta juice, unless I have a spare on me, i'm outta luck. (I need to buy a spare battery for mine)
AA batteries are almost universally available, and you then have the option of carrying a charger or not... (though digital cameras eat batteries pretty quickly)
If you do most of your photography in remote locations, AA batteries are the way to go (and for cold, you can buy non-rechargeable lithium AAs - I use them in my GPS cause they last a hell of a lot longer, and they work in freezing temps)
If you're usually somewhere you can plug in, I prefer the rechargeable proprietary types... they take less space in the camera, and give more capacity...