Does your application require primary (one use) or secondary (re-chargable) cells? Also, more information about your requirement flexibility might help net you better answers.

If you are in a situation where a 9V cell is your only choice, there are some fairly high capacity lithium based cells. For example, this one by Ultralife has a 1200mAh capacity.

http://www.ulbi.com/datasheet.php?ID=U9VL-FP


Now, if you have more flexibility, Andy is correct. Going with a large capacity single cell and using a boost converter will maximize your battery life.

Tomas