Once a battery loses power, remove it immediately from its casing or it may leak. Don't place it in your pocket or purse as this may cause it to rupture. Instead, place the battery in a container or resealable bag (ziplock) until you can dispose of it in the correct manner.
Don't store used batteries together to dispose of in a group. Even though a battery might not be able to run a toy or game anymore, it might still have a small bit of power left. If several batteries bang together, they can emit a charge which can cause them to ignite. Don't mix old and new batteries together in order to get an electronic item to work. The batteries can ignite, rupture or leak, causing damage to you as well as the electronic item.
Since many types of batteries are considered household waste, you should follow proper guidelines for disposal. Your town or city will most likely have a hazardous waste pick-up or drop-off day. Check with the city's website or newsletter to find what guidelines, if any, should be followed for properly disposing of batteries. Most hazardous waste days are noted in the local newspaper as well.
Many of the regular alkaline batteries are not considered hazardous waste and can be disposed of in the normal household trash. For other batteries such as lithium, mercuric, oxide, nickel-cadmium, nickel metal hydride and silver oxide however, it's best to err on the side of caution and follow your town's battery recycling guidelines. The batteries contain elements that can leak into the ground presenting a hazard to the environment. In most cases, batteries can be brought to your local recycling center at any time, or they can be picked up on your town's designated household waste disposal days.
Many automotive stores and other places selling batteries will accept batteries for recycling as well. In addition, there are commercial battery disposal organizations which will recycle your batteries for a small fee.
Most of these places can be found using an internet search or by looking in your local business telephone directory. Never take the lazy route and dispose of batteries in a fire. They'll ignite, explode and possibly cause damage to you or the surrounding area.
It's worth it to bring your batteries to your nearest battery recycling location. Not only is it safer for you, but it's safer for the world around you.