I found these high-quality battery clips. They're molded plastic so they wont tear like cheap clips, and they cover the battery terminals to prevent shorts.
Battery Holder 9v
This is a 9V battery pack with on/off switch and a pre-attached 5.5mm/2.1mm center-positive barrel plug. Use this to battery-power your Arduino (or other electronic projects) - it's ready to go out of the box!