Not necessarily, and sometimes they use far more. If you own ANY sort of delay pedal you owe it to yourself and the pedal to just get a one-spot or something like a Pedal Power 2+. Delay pedal + low battery =
In most cases digital will use a lot more than analog. A well designed analog pedal should not eat through batteries and should be able to get in the <15ma range for OD's, compressors, etc. and <30ma for modulation, and echo effects. The Mad Professor Delay does very well at 32ma (personally can't get past the noise it adds, but the repeats sit beautifully).
Duracell Procell. I get them through work... not sure if they're available for public consumption. According to the datasheet, if a Carbon Copy draws ~10mA they should last ~50-60 hours, depending on how low a voltage the CC will operate on.
MXR lists the current draw at 26mA max... I'm guessing that's with both the modulation and delay running. I don't really use the modulation, so it's probably down around ~10mA-14mA with just the delay.