I want to do this "always on" option with a Lego Mindstorms robot - I looked online and could not find a power supply to buy. I did some googling for other solutions, and the only relevant links I could find were this project, which was more involved than I wanted, and this Kickstarter project that didn't go anywhere.
So it was up to me to come up with a solution. The NXT brick uses 6 AA batteries, which means the NXT brick uses 9 volts. So I did a little thinking - all I really need is to get 9 volts between the battery terminals inside the brick. I didn't want to alter the NXT brick in any way, which meant soldering to the brick wasn't an option. I realized that as long as I'm careful, I can get away with something that has the form factor of a battery. (Warning, if you decide to do this, make sure you make your connections properly and don't get the polarity wrong! I can't be held responsible if you plug things in backwards or don't use the right voltages! Do this at your own risk!)
This path led me to wooden dowels, and I did a little research - AA batteries have a roughly 1/2" diameter, so I got a 1/2" dowel and cut it into a couple of battery length pieces. Wood won't carry current, but screws and washers will. With this knowledge, I devised a plan...
Battery-length dowels
Screws will conduct electricity
Screw head acts as button terminal on + side (not shown, washer acting as negative terminal)
It fits!
Cut some notches in... then solder wires to the screws...
Battery blanks in place - give it some juice
It works!
All sealed up
It works!
All sealed up
So there you have it - with this set up, a Mindstorms robot can run until you turn it off, not until your batteries run out!