sizing up power requirements

I'm planning the architecture of my next bot and trying to decide what sensors/components I want to add with an eye toward how much of a drain they will place on my system. While I can certainly add more batteries, there will be a size limit to how much will fit. Is there a rule of thumb for sizing up a component and determining if the current draw would be too taxing on the system or will drain the batteries too quickly to be effective (taking each component independent of on another, then looking at the overall power needs combined)? Obviously, components draw different amounts of power during their operation, but I imagine you can estimate a working condition.

Take for example if I wanted to add the embeddedBlue Series eb500 (bluetooth appmod module from Parallax)

the specs state: power:

current consumption:

Lets say I'm powering the bot with a 9V Alkaline rated at 6AM6

For sake of discussion, other than the basic stamp 2, the bluetooth appmod is the only other component drawing power off this battery (motors are a separate supply). I would expect there to be a no connect probably 90% of the time, idle 8% and transmit 2% (hypothetical). So the avg current consumption would be around 3.7mA while the bluetooth device is receiving power. Taking this into account, how could I analyze this to see how quickly the battery will drain and whether I might need to add more power?

As a followup question. If I add 2 9V in parallel, will that effectively give me twice as much life (each battery supplies half the current that only one would supply)?

thanks