Alkalines have a quicker voltage sag than lithium ion, if I recall correctly.
Also depends on how you wire the batteries, whether its in series (combines the voltage of all of the batteries in the circuit, but has the same capacity as one) or parallel (retains the voltage of a single battery, but combines the capacity)
A simple diagram that shows what I mean can be found here: Series vs Parallel
I would seriously recommend steering clear of Trustfires or any alkaline battery - you'll be recharging more often, and your peak performance (rate of fire, mostly) will be shorter.
Go down to a Jaycar or some other electronics store. Grab yourself a 12v SLA battery like this one 12v SLA battery
and a charger like this one SLA charger
, take out some of the plastic from inside the Stamp battery tray, use some aligator clips or solder the wires to the correct terminals, and BOOM! You have a very simple and reliable first battery mod.
Weight is the only downside to SLA. It'll feel a little back heavy, but no real difference between that and the 6D batteries you'd otherwise have in a stock Stamp.
Once you feel you're confident working with batteries, there's Lithium Polymer (LiPo). Same batteries used in RC cars and planes, due to their straighter voltage curves (read: don't die as quickly), high discharge rate (important for things under load like the Stamp motor/gearbox, esp. with a higher spring rate) and less weight (2A 12v SLA weighs 930grams, a near equivalent 2A 11.1v LiPo can weigh 200grams)
Good luck! And DO YOUR READING! Don't just try things out and hope for the best, you're playing with potentially dangerous electricity. If you're sensible and follow instructions, you have nothing to worry about, but if you're complacent and don't do your research you can destroy your blaster, batteries, waste money and hurt yourself/others. Not to worry you needlessly, just be smart, okay?