Originally Posted by atyab 
But my rechargeable CycleEnergy Sony batteries ran out and then my Alkaline Duracell betrayed me also.
I also think that the cold temperature played against you and also recommend lithium over alkaline. The latter are an emergency option only.
Try Sanyo Eneloops. They hold their charge much longer (90% after 6 month, 85% after a year) and are also more temperature resistant. Furthermore, they can deliver their voltage longer than conventional NiMH accumulators so you'll typically get more out of them despite a nominally lower capacity.