I did a direct wire to an 18V power supply in another room, which is plugged into a UPS, so even if the power goes out, I can still operate the shades. I used 18ga wire from each shade to the power supply, which is more than adequate to run the shades. This wiring was done many years ago in anticipation of powered shades.
The "brick" that is supplied with the windows is larger than a laptop computer brick, but the shades also have the option of a battery pack (one per unit) that is clipped onto the shade top rail, on the glass side, so it's not seen. Very clever. They provide the initial batteries (plain AA, 12 each I believe). You must choose one or the other, I went with the battery packs and now have a lifetime supply of AA batteries. I don't use them so I can't speak to longevity.
My construction is 2x4, so the depth of the windows is normal. The inside of the track sticks out from the frame about 3/8 inch, but it matches up with the mouldings around the windows, so it appears to be seamless. My wife is pleased with the look.