While the SP and DS won't work without a battery installed, they will work with a completely dead battery while plugged into the wall. The battery is just needed to complete the circuit. It's probable you can complete the circuit without the battery, but I have no desire to try without a spare...
Holy crap. I remember that, because you traded two of them in at PG. I still have one of them. :D If I remember right, you didn't even end up paying the full 9.99 a piece, because the person running the booth sold them to you for half-off or something for buying all of them.