Not sure if anyone knew this already or not but I just found out you can get rechargeable batteries for your VMU! They're called LIR2032 (Lithium Ion Rechargeable) batteries (as opposed to the regular CR2032). There are a ton of them on eBay for really cheap with a charger.
http://www.ebay.com/sch/i.html?_from=R4 ... kw=lir2032
I will definitely be buying some for myself. I never play the games on the VMU because I would have to keep buying batteries. Now I can finally try them out!