My FEZ Domino is currently using the Lithium Backpack available here:
I didnt want to use the main black connector because power wires sticking out of the main chassis would lead to power fluctuations when the module got bumped around. The Lithium Backpack has 5v connection holes on the board so i bought some connectors on Ebay here:
I soldered the female (right) connector onto the backpack board and soldered the male (left) wire onto the bottom of the FEZ as seeen in the photo below:
With the Lithium Backpack connected the full setup looks like this:
That of course is the open view, but the backpack has the standard arduino shield screw layout so it can be closed and the screws attached so that all of your power connections are internal as seen here:
The battery is pretty good. It will last several hours under a light load, (just reading the serial data from the IMU alone) or about an hour under a heavy load (reading GPS, powering the LCD and logging the readings to a USB Memory stick). That being said the first one I got didnt recharge right and I sent it back, but the current one I have works very well.