What is the voltage tolerance of USB devices? Instead of having to step down a 9v battery, couldn't you get away with using 3-4 AA of AAA batteries at 1.5v each. That gets you either 4.5v or 6v. I'd think USB devices have some tolerance +/-?
It'd be nice to pick up a little project box at Radio Shack, a 4 battery holder and mount everything inside.