Well, for best power to weight ratio - Li-Po batteries are best, although they do require some expensive chargers, otherwise they won't last long.
Ni-Mh batteries are next choice, they are heavier than Li-Po or Li-Ion batteries, however, chargers are cheaper.
If Your robot is a heavy-tank-like, then SLA batteries are good choice, they are horribly heavy, however very cheap (compared to two above), can take a lot of abuse, plus chargers for them are very cheap as well.