From the "I-wish-batteries-were-smaller" department. I've previously blogged about tritrium as an energy source.
Here's another alternative: Antimatter. This article on HowStuffWorks discusses the use of antimatter drives for space exploration.
A quote from the article:
"The amount of antimatter needed to supply the engine for a one-year trip to Mars could be as little as a millionth of a gram"
Now that's energy density!