it doubles the mAh while keeping the voltage the same;
Yes, however you MAY notice that you don't get exactly double what the batteries would give you in pairs. At lower current drains, batteries exhibit different properties, so you may find that, say, 2 x two batteries in parallel won't last *quite* as long as 2 sets of the same batteries (because when you run them in parallel, each battery is only supplying half the current is was before, but for longer). The mAh that you see printed on batteries are measured at very specific current drains, so at lower/higher currents you may or may not get the same value.
For example, a 2000mAh battery cannot necessarily supply 1000A for 0.002 hours or 1micro-amp for months etc.
bacteria said:
however the cells have to be the same brand and type otherwise you will get issues with better cells trying to recharge worse ones, unless you use a diode.
Yes, I'd echo this. The batteries used in parallel will also deteriorate at different rates so as they get older they will appear to "die" quicker because they will be recharging each other if you don't have a diode in there.
bacteria said:
Only issue I see is if 3.6v is too high as the GP2x normally expects 3v.
Firstly, if you are using diodes, you're conveniently going to have a (0.7v-ish) voltage drop on them that would bring it into the realm of a normal set of batteries. One to stop a battery charging it's partner, one to bring the voltage down? I'm sure with experiment you might even be able to get away with just the first but I'd do the maths or measure it first.
Secondly, I believe the GP2x runs on 3.3v, which is regulated upwards in the case of batteries. Although I may be wrong, it may just be that only the external power-adaptor is regulated down to that. Again, this is one of the reasons that your GP2X with 2500mAh batteries won't exhibit perfect performance and performance will vary depending on the abilities of a particular battery (which is why some 2500mAh batteries die quicker - they can supply 2500mAh but only at particular voltages/current drain).
So it doesn't seem like a bad idea. However, if in any doubt, just make sure you thoroughly compare the voltage given off by your usual two batteries and that given off by your finished product. There's a page somewhere on the GP2X wiki concerning measuring battery with software, that I believe has a reference table of voltages at which the GP2X considers the battery fully charged/dead. It would be a good idea to stay within those parameters.