Philo has formalized a very nice auxillary power source, based on the fact that the internals of the NXT drive the "brake" state of the Port A motor slightly differently than the B or C ports. This allows you to draw up to 800 mA of current from port A and still use it to control a motor. He's used this to power a small wireless camera as well as LED "floodlights" for it (something these cameras can really use), or even an entire motor multiplexer (shown in the picture). More importantly, he's formalized everything on his website:
Port A Power Tap
He has the schematics up, shows you how to build it all into a cable (a bulky one, to fit the capacitor), and even shows you how to mount the LED floodlights or build a more advanced regulated version. This is a great hack! If you want to discuss it, he's posted about it to both LUGNET and NXTasy, and he's great at following both.