I use these with the snap on leads when I need 3 AAA, $0.59 ea:
http://www.mcmelectronics.com/product/PRO-POWER-23VB31B-/28-12565
Leads, $1.29 for 10, easy to remove the batteries for servicing:
http://www.mcmelectronics.com/product/PRO-POWER-440005P-/28-12548
If I need to install a blocking diode for something that came with rechargeable batteries (Bally, Gotlieb) I use this and install the diode inline with the fourth spot, $0.59 ea:
http://www.mcmelectronics.com/product/PRO-POWER-23VB41B-/28-12567
You can often get them for less if MCM is having a sale.