What can cause a drain on the battery?

What is your question?

I am on the 5th battery for my g3. I have taken it to a couple of mechanics and they cannot find anything that is draining the battery. I have had a couple of problems-my traction control light will not go off, the radio now will not turn off and i have replaced the cigarette lighter for the 2nd time. Could these be causing the drain or is there something else to look for? It seems to happen more if it is cold/rainy.