Powering the Arduino and servos is going to be challenging (due to the fact I am learning as i go). So here are the options:
First off, if we're doing a shared power supply (i.e. lots of batteries) then this link here has some good ideas: http://letsmakerobots.com/node/7722 In particular, the protection diode with capacitor for power line filtering is a good idea.
The specs for our servo choice (HXT900 9g) is: 3v ~ 6v
Apparently the amperage is about .5 per servo when operating. so if you have 2 servos, you'll need at least 2 amps of power supply for them assuming you want to run them all at the same time–never mind your Arduino!
But we likely won't have to run all 4 at the same time right? If nothing else we can slow down the servo by moving each in a “round-robin” way. hell, we could build 2 modes: expressive, and power conserving.