A voltmeter won't give a reliable indication of the state of a battery -- you need to put a load on it to get an idea of how much oomph is left in it. 9v batteries are worse than AAs for this behaviour. A totally dead 9v battery can still read over 9v with a voltmeter, but drop to almost nothing as soon as any load at all is put on it.
Some multimeters have a specific battery test setting, which puts a load on the battery while reading its voltage.
The capacity of NiCd or NiMH batteries is much much lower than that of alkalines, although the output voltage holds up better as the cells discharge, so how long they last will depend on the type of load they are driving. Lithium Ion chemistry batteries have similar capacities to alkalines, whilst being lighter (and rechargeable, of course) but they have different output voltages and need special charging circuitry, so they're not a drop-in replacement except where products have been developed for specific applications (e.g. loader packs.)
