Make sure you don't leave the remote sitting on any buttons. Pressing a button "wakes" the remote up and sends it searching for a console to connect to which wastes a lot of power...
I got some Energizer batteries for use in advanced electronics, can't remember the name atm. I have been using over a week (far over a week, about 2-4 hours a day) and both controllers are at 4/4 bars. Duracells for me only lasted MAYBE a week. The energizers are a little more, but they are definately worth it.
Keep your batteries, sometimes you have to wear them in. The first time I played with mine they died after 8 hours. Now they can go for up to 30 something hours.