Batteries - If you're a movie or game watcher, definitely go for the 9 cell battery. Keep in mind that the ultrabay battery won't do you any good if you want to watch a movie or play a game. You need the DVD player in the ultrabay, and you'll want the longer life of the 9 cell battery. Really does not add that much weight to the system.
However, I would get the 6 cell battery to swap out with the 9 cell when you are going to be leaving the movies / games at home. Although I don't do games, this is my routine when I am in town versus on the road (definitely take the 9 cell AND ultrabay battery).
Also, if you want to save some weight (and space) while you're on the road, get yourself a 65w adapter instead of carrying the 90w adapter around with you all the time. Won't charge as fast, but that's just an offset to saving space and weight.
The other thing you asked about is a bag... I don't think you can beat Targus bags -
www.targus.com
There is a HUGE variety to choose from including some Thinkpad specific ones. My favorite one is the 15" Rogue.
http://www.targus.com/us/cases_notebook_backpacks.asp
Here are a couple of things that I really like about it compared to the other dozen that I've tried.
1. It's got not clasps that you have to undo to get to the contents of the bag. How annoying. I just want to open a zipper and get to my gear.
2. Lots of utility pockets. My favorite is at the top on the front. Big enough for my ipod and Sony digital camera. Two things that I'm always looking for so I like to keep them handy.
3. It's one of their cheapest bags. What a bonus when you consider it is also one of their lightest bags. Provides all the protection you need unless your shotputting your bag into your car.
Hope this info helps...