Are you starting out with freshly charged batteries? NiMH batteries
discharge by themselves, loosing about 1% of their power daily.

If the batteries are new it'll take a few charge / discharge cycles for the
batteries to have the most punch....

The best power-saving tip is to leave the LCD off while you take
photos, but it's not practical for close-up and macro shots...

Recharge the batteries just before you need them, not after you put
the second ("back-up") set in the camera.  There is now 2500mAh
models available from several brands that will pack more 'juice' and
last somewhat longer.  I'd get a new pair or a set of 4 and see if
that solves your situation.

It might be the camera, but my first thought would be that one or more of
the batteries is defective.  A voltmeter is handy, but you can chase this
down using a flashlight to find the oddball battery.  If all combinations of
batteries are equally bright, the problem may be with the camera somehow
using too much power.

If all the batteries appear to be equally weak, either they are all too old,
or the charger is not working correctly.  To check the charger, have a
friend charge your batteries for you, or possibly the store where you bought
your batteries might offer this service.

If you suspect the camera is draining the batteries, first make sure that it
is not using power when turned off by leaving the batteries in overnight.
Another test would be to see how many shots you get with a set of new
alkalines - if you get more than 10 or so then my money says the trouble is
with the charger or batteries.

If you think the batteries are the problem, from what I've seen NiMHs' are
still overpriced in local stores.  Buy a new set of 2500 mah's from a place
like thomas-distributing.com for about $10.