Today  ordered 4 AAA Li Ion batteries and a charger from Amazon. 

https://www.amazon.com/gp/product/B06X9TZ1CG/ref=ppx_yo_dt_b_asin_title_o00__o00_s00?ie=UTF8&psc=1

I also bought some single battery holders. 

https://www.amazon.com/gp/product/B07C2XT5C5/ref=ppx_yo_dt_b_asin_title_o00__o00_s00?ie=UTF8&psc=1

By distributing the weight front and back, the balance will improve and the robot will not fall over while taking a step.

By using the 2 Li Ion I will get 2 benefits.  Reduced weight over 4 regular or NiMH batteries and the combined higher voltage will give me more speed for my motors.

The down side is I will have to modify my circuit to add a 7805 voltage regulator. Maybe I can use the 7805 part as a battery stop hanging below my board.

In my circuit, to make the motors go faster, more than 5V is helpful. 7-8 V might be idea. However, the Wemos can only handle around 6 V before letting out its magic smoke. I have a diode in the circuit now to reduce the voltage by 0.6V but I think I will replace the diode with the 7805 voltage regulator to allow the 2 Li ion batteries to be used at their full charge of 8.4V to their depletion charge of about 6V.