I remember an old thread somewhere that talked about this. Keeping AA batteries in the unit and using external power runs the risk Jason mentioned above. It is better to run external with no internals or to be sure they are fresh.
That said, I always have internal AA's in my deck more for emergency use. I try to keep them fresh and have never had a problem. One particularly good trick for me, is that I have my deck set to keep the backlight on at all times with external power, but I also have it set for the backlight to go 30 seconds then go off when using the internal batteries. That way when I am at my one annual festival, I run off external power, but when the backlight goes off, I know that my external battery has dies and it is time to plug in my back up external battery.
One thing that I think makes a huge difference, is that all of my external batteries are 12v. This way, the external is always going to take precidence over the internals, so I don't think I's ever run into a freeze unless the externals dies and the internals were dead or near dead. This alons is the reason I would never go with a 9v external battery.
It is a good emergency backup too. I had a bad external battery and did not know it. It showed up as a bad cable from time to time, but since the backlight would go off, I'd be alerted. Each time that happened, the internal batteries kicked in so I never lost a second of recording.