They probably do exist, but not readily available in retail - could try the usual action sites, though. However, it would be trivial to modify a cheap mass-produced model such as this one to get what you need. Also, yes, if you wire two AA batteries in parallel, the voltage remains 1.5V* but with double the capacity*, and putting two of those parallel contraptions in series would get you the 3V. (* Alkaline, 1.2V for NiMH rechargeables, ** as long as you use fresh or equally charged batteries).

The example I have (same manufacturer, but has a 9-volt snap connector instead of leads) is roughly 2 1/4" x 1 3/8" x 1 1/4" excluding the snaps. So it's basically four AA batteries plus a little plastic on all sides.

That seems to be a common trait among battery holders. I've taken to soldering bits of solid hookup wire to them, though you could also use a pair of screw terminals and stick them in the breadboard that way.