The most convenient source of power for many school projects is a 9volt PP3 battery, though you must realise that a PP3 won't give very much current.  A realistic maximum current drain for short periods for a PP3 is 100mA.  Mostly you will want to use a lot less current than that otherwise your project will be plagued by flat batteries.  The diode serves to protect the rest of the circuit from attempts to connect the battery the wrong way round.  The two capacitors help to stabilise the voltage aginst the effects of other parts of your circuit. Here's a web page comparing batteries: BEAM Pieces

If your circuit needs to take 100mA or so current then AA batteries are fine.  4 of these batteries in series give you 6 volts.  The diode protects against accidental connection of the batteries the wrong way round which might damage other parts of your circuit.  The two capacitors help to stabilise the output.

A 5.1v Zener diode connected "the wrong way round" along with a resistor provides a good 5 volt supply.  The value of the resistor must be calculated so that the block can supply all the current you want without the voltage dropping below 5volts or the Zener diode getting too hot.  For the calculation required see your text book or your teacher.

This circuit dispenses with Zener diode calculations by using a readymade regulator.  Although this looks like a transistor, it is in fact an integrated circuit that supplies an accurate 5 volts across a wide spread of current.  The 78L05 shown will supply up to 100mA; above that you should use the larger 7805.  The capacitors help with decoupling the supply from transient voltages.  There is no Crocodile Technology circuit for this since CrocTech does not include any regulators.

This block uses a simple npn transistor such as the BC548 to switch the zero volts side of the power supply for the rest of the circuit.  A high voltage on the input turns the transistor on connecting the zero volt power line.  A low voltage at the input will mean that the transistor is turned off and the current cannot return to the battery.  NB, all your circuits current for the section to the right of this block has to flow through the transistor.  You must make sure it can cope with the current without getting too hot.  You could put the transistor in the positive power line but that would require a pnp transistor which is not in the syllabus.

This uses two test point connectors (from Rapid Electronics) so that you can connect a multimeter set to measure current.  It can be used at any point in the circuit such as between a driver transistor and its load.  An easy modification of the circuit would allow you to measure the current in either of the supply lines.