I bought quite a cheap little battery pack off http://www.dealextreme.com
I can't find the one I bought, but it was very similar to this one only a bit smaller. They have a whole heap of no-name brand battery packs that are very cheap. The one I got doesn't give a full charge (more like half for a 4S) but it's very small and has a dock connector. So I can just stick it in my pocket if I think I'll be using my phone very heavily that day and then top up the battery while I'm on the go.