I don't know if the OP had this in mind with his question about batteries, but in addition to size and number of batteries, there is the question of the battery composition. Looking at what's available in the AA and AAA sizes there are "carbon-zinc", "alkaline", "ultra alkaline", "titanium", and "lithium" cells, at respectively increasing prices.
I wouldn't use carbon-zinc cells for X10 sensors because of their short life and possibility of acidic leakage, but wonder if any of the more expensive types offer any advantage over the regular alkaline cells for this application.