I got my Sony PRS 505 yesterday, and I found that I can use the case of Sanyo eneloop batteries purchased at Costco.
As shown in the pictures, it leaves some space around the reader with its cover on.
I filled the gaps with paper towls for now but I guess I should get some packaging foams instead.
One good thing about the case is that it has easy carrying handle.

Since Eneloop is also good rechargeable battery with very low self-discharge, I would highly recommend both batteries and case (for Sony Reader).