It's expensive replacing batteries for devices that don't have an AC adaptor socket, but if you've got a little time you can make your own AC-powered "batteries" that will power your device without heavy modification.
Instructables user lspcrash found that his camera ran through batteries like water, but his camera didn't come with a DC input adaptor, making it it impossible to use a normal AC power source. Instead, he struck gold by running AC adaptor wire ends to specific contact points, powering the camera. It's a cheap, effective fix that requires little modification to your device.
You'll need a universal AC adaptor (or one with the right voltage and amperage), the right-sized batteries, your device, along with a dowel, a drill, and some other basic tools. Take caution as this DIY involves electricity and sharp things, and be safe. The dowels need to be made into the same shape as the batteries you're replacing, with the wire threaded through it.
The device is now powered through the "batteries," and can still accept the good ol' regular kind. DIY site Instructables has the whole tutorial breakdown, complete with step-by-step pictures below. Don't forget to let us know your experience making it below.
How to Make AC Powered "Batteries" for your DC Powered Devices [Instructables]