1) Turn off your digital camera when not in use.
2) Many digital cameras have a regular viewfinder and an LCD viewfinder. While the digital LCD viewfinder has its benefits, it can drain battery power. Turn it off when applicable and use your regular viewfinder for taking pictures.
3) Don't stop after taking every photo and look at the picture in your digital camera's playback mode. Granted, you sometimes need to look at photos immediately after shooting them in order to make sure your exposure is correct, the lighting is ok, etc., but doing this does use up your digital camera's battery power.
4) If you are using MicroDrive media, be forewarned that these miniature hard drives may take up quite more power than Compact Flash cards.