Here's a good read:
How fast do guitar pedals drain batteries? - Wampler Pedals
And I would strongly suggest something like a Cioks DC7 isolated power supply. A One Spot is a good wall wart (well it's the best wall wart) but it's not isolated, it's current limited, and it's only 9v. It will get you started though.
Something like that would be nice, someday, but at the moment an extra $240 is more than I'd like to spend so I'm going to stick to the more affordable options until I've got some extra spending money.