From here, there are a number of little things you can do to simply decrease the amount of power your camera needs.
The biggest power-suck is the LCD screen. First, make sure you have some sort of power save mode enabled on the camera; this can be found somewhere in the camera menu, though consulting your user's manual might be somewhat faster. This will make sure your LCD screen turns off if you're idling. Next, dim the LCD screen to as low as it can go and be visible. Does it really need to be at its maximum brightness while at night?
Also, try not to avoid going on playback and look through those photos you took. You'll be using battery power unnecessarily in many circumstances, when you can just wait until you can show them on a larger screen of a laptop—which takes up even more power, but at least you'll be doing the photos and the batteries justice.
Try using the viewfinder, if possible. While this is impossible on some digital cameras where virtually all of the adjustments are made via the LCD screen, try to take advantage of the viewfinder if you can.
Sound is another power waste. Those loud fake shutter noises, those beeps as you flip from menu to menu—many people find them obnoxious, but they take up power on top of that. If you dislike them, try just turning them off. That might also help make you less conspicuous (and less of a nuisance) as a photographer.
Try to cut down on your flash use. While some circumstances may call for flash usage... there's really no reason why you shouldn't be using longer exposures, lower f-stops or higher ISOs in a lot of circumstances, especially if you're worried about your batteries. Turn off that automatic flash, and play around with these other techniques to counter darkness, especially in night or indoor situations where a flash might stun your subject more than photograph them. When you do use flash, try to only use as much of a flash output as you really need.