Some boards that use the nice!nano have room to tuck a small battery (I think 110mAh) underneath the controller. If they use the 3 middle pins on the nano though, that's not an option. Rechargeable coin cells are an option, but for boards with the usual LiPO pouch cells, you'll probably want some kind of case. Some folks just use double-sided tape to hold the battery to the PCB but I'd rather have some protection.