Larger quantities of AAA or AA batteries is better... but if building a portable amp, this is not usually an option.
I always use 2x9V unless the particular enclosure absolutely could not fit 2x9V. I figure I can always shrink the amp even more to make 2x9V fit.
Not economical? Do they still sell single 9V packages? All I ever see is dual 9V packages at WalMart and the likes. Since you have to buy two anyway, might as well put them to use... of course you'll go through batteries twice as fast... but it is nto that bad really. Just buy some rechargeables- they look expensive when you pay $10 a piece... but think... 2x standard 9V are $4 or so... so after you replace a few times, the rechargeables have paid for themselves.
Also, as was pointed out above, if you want to opamp roll, 2x9V is a much better option because you can use pretty much any opamp. Also on this note, I have found that all opamps I have used do sound better on 2x9V instead of just one 9V. There is a little more headroom and the opamp usually sounds smoother in general... most probably behave better on a higher voltage than their rated minimum that they are sometimes run on.
Since I only build portables, I am stuck with 9V batteries mostly... and 9 times out of 10 I use 2x9V.