batteryspace.com
they sell all sorts of batteries.
lithium batteries are popular, they are light and have lots of power in them, they can be pricey though.
the wii can be run from 4 lithium batteries in a series, no regulation needed. there are 2 kinds, cylinder and polymer. cylinders are generally cheaper but polymer are generally smaller and can hold more.
remember you must have a protection pcb and smart charger (also sold at the site above) they are required for lithium batteries. in total for the cells, charger and pcb it will cost around $60 at least.
theres also the easier route of buying a power bank but I find they often lie about their mah ratings and have power regulators/build quality.