Batteries and Things sells the CR2430 3 Volt Lithium battery.  This battery you will have a hard time finding at the big box stores ,  and if you do they will be asking an arm and a leg for it because it is not something too common.  This battery goes into many watches, kids toys, PDAs, light up dog collars, and many other gadgets.  With a price like the one here at batteries and things there is no reason to not to get a few extra to always have one hand as they last upwards of 5 year. 

Type:3 Volt Lithium Coin Cell

Part Number: CR2430

Voltage:3 Volts

Diameter:24.0mm

Height:3.0mm

Also know as:DL2430,

BR2430,

KL2430,

L2430,

ECR2430,

5011LC,

L20,

KCR2430,

E-CR2430,

KECR2430,

LF1/2W.