This is a very common problem. It's mostly always because people buy cheap replacement batteries.
If you look at the owner's manual, it specifies Alkaline batteries at a minimum, and usually also recommends non-rechargeable lithium or rechargeable NI-MH batteries.
Most people that have such troubles with batteries either buy carbon-zinc batteries, or low grade/low capacity Alkaline, or old stock.
First, avoid carbon zinc. They are not sufficient to power your camera. And they are very prone to leakage. These are typically called flashlight batteries, or sometimes called "Heavy Duty", "Super Heavy Duty" and so on. They will not power your camera very long, and there is a high chance of damage to your camera from leaking batteries.
If you are looking at non-rechargeable batteries - only buy Duracell Coppertop Alkaline or Energizer Lithium batteries. Not all Alkaline batteries have the same capacity, and the Coppertop's have one of the highest Alkaline battery capacities.
Also, avoid buying batteries at the dollar store - even if they are those listed above as they often have been sitting around for a long time. Batteries self-discharge over time, and if you can find batteries with at least 10yrs left on their shelf life - they will have a higher capacity.
Energizer Lithium batteries are also a good choice. They cost about twice of what Alkaline batteries cost, but offer about 5 times the energy, so you are getting a better deal.
If you want rechargeable batteries - which are the most cost effective of all batteries, buy the Sanyo Eneloop XX (not the standard Eneloops - which are OK, but have lower capacity). You can buy these from places such as Amazon - a set of 4 with charger for under $30.
Avoid the Ni-MH sets you can buy from department stores as their batteries are typically lower capacity, around 1300mAH, while Sanyo Eneloop XX are 2400mAH, almost twice the capacity of the Name Brand ones you find at department stores (WalMart, Target, etc).
http://www.althephoto.com/tips/aa_batteries.php