Using the larger batteries is a good idea, but it would not look so good on the wall. I think I will stick with the AAA size. The biggest problem I have with changing the batteries is trying to see the little red light on top of the sensor for the re-programing. If it is bright outside when I do this, I will take the cardboard from a roll of paper towels and hold one end up to the light and look through the other end. This works pretty well, but is kind of awkward when standing on a ladder. I have thought of making a bracket to fit on the back of the sensor that can then attach to the wall. That would allow me to change the batteries and re-program while I am standing on the ground then just take the sensor back up to mount it. I need to think about this some more.
Thanks for the suggestion and links to the battery holders.