Choosing voltage regulator for 3/4 AA battery powered pack
As winny said, with a linear regulator the input current is equal to the output current (plus quiescent current tax) so if you use a linear reg, the reason why 4 AAs will last a bit longer than 3 AAs will only be due to the last bit of the discharge curve below 1.1V per cell being exploited.
So a switcher makes a lot more sense. You need one with low quiescent current, especially in sleep mode. Here's an example.
Note if you have, say a radio transmitter that uses quite a bit of current especially in pulses, the actual dropout of your LDO and its transient response at very low dropout may be worse than a switcher.