You can use 4 AAA's ok it is just that they have smaller capacity, ( mAh rating) so will discharge sooner. Servos are rated from 4.8 - 6 volts, using higher voltage will burn out the servos.
A 9 volt PP3 ? is very low mAh rating so if you use it with a voltage regulator it would discharge in a short time running servos.
To get power from a smaller battery pack try using LiPo's with a voltage regulator. They are 2 cell unit at nominal 7.4 volt and depending on length can give high Ah ratings. Care should be taken not to short out LiPo's as they have a very high discharge rate and can easily melt wiring and cause fires. One should also charge slowly to be safe. LiPo's can be purchased cheaply from Hong Kong via Ebay.
A 9 volt PP3 ? is very low mAh rating so if you use it with a voltage regulator it would discharge in a short time running servos.
To get power from a smaller battery pack try using LiPo's with a voltage regulator. They are 2 cell unit at nominal 7.4 volt and depending on length can give high Ah ratings. Care should be taken not to short out LiPo's as they have a very high discharge rate and can easily melt wiring and cause fires. One should also charge slowly to be safe. LiPo's can be purchased cheaply from Hong Kong via Ebay.