Get a small box or some kind of non-metal container and save all of your used up batteries. While you’re waiting for your collection to grow, check out Call2Recycle to find out where you can take them. There are a lot of places where I live that take them, and hopefully where you live to, so it won’t be too much of an inconvenience. In my area it seems that almost all, if not all, of the Radio Shack stores take them.
Rechargeable batteries are an excellent way to cut down on how many batteries you throw away. They may cost twice as much but they last 10, 20, 30 times longer. It’s best to charge them at night when electricity prices are lower and demand for electricity is less as well.