Batteries are going to be your energy source for all practical purposes.
There are a number of variables for you to consider when looking at the battery choice. For economy, you will almost certainly want to choose rechargeable cells. These are more expensive in terms of initial outlay but will soon pay for themselves after a few charging cycles.
Size is another important consideration. in general, larger cells last longer. Higher voltages require more cells. While your processor probably only needs a 5 volt supply at a few tens of milliamps, the motors and sensors may require high voltages and large capacities.
Take, for example, a stepper motor driven mouse. For best dynamic performance, you may want to use a dozen or more cells to give you 15 or so volts. The steppers may draw 2 amps when fully energised and you mouse will need to stay running for at least 15 minutes. For this example, 600mAhr will just about do the trick but with no margin for error. Power management will become important under these circumstances. Motors must be turned off when not needed, sensors will need to be pulsed for minimal periods and you probably want to avoid too many flashing lights. With this setup, an easy way to waste energy is in the voltage regulator for the processor. Dropping, say, 8 volts at 200mA is going to make the regulator pretty hot so be sure to heatsink it well.
If, on the other hand, you use DC motors, they may run perfectly well at only 7 volts, using 6 cells and drawing a mere couple of hundred milliamps. Now you can use half as many cells and make them a third the capacity. All this equates to major weight savings and improved performance.