I recommend investing in rechargeable batteries for everything you'd normally use alkaline batteries. Though the initial cost is a bit of a setback, in the long term, it's a savings. Plus, you never have to run out for batteries, you will always have a charged one on hand. Not to mention less trash. While batteries don't take up a lot of room, they are filled with toxins that can contaminate the ground they wind up in.
Additionally, it is not easy to find a place to recycle alkaline batteries. Rechargeable ones can be taken to several retailers for recycling, such as, Alltel, Batteries Plus, Best Buy, Black & Decker, The Home Depot, Milwaukee Electric Tool, Orchard Supply, Porter Cable Service Center, RadioShack, Remington Product Company, Sears, Staples, Target, US Cellular, Verizon Wireless, and Wal-Mart. And in Canada: Battery Plus, Bell Mobility, Canadian Tire, FIDO/Microcell, Future Shop, The Home Depot, Home Hardware, London Drugs, Makita Factory Service Centers, Personal Edge/Centre du Rasoir, RadioShack Canada, Revy, Sasktel, Sears, The Sony Store, Telus Mobility and Zellers.
Incidentally, no batteries should never be thrown into the regular trash. In my community, the local libraries accept alkaline batteries for recycling. They offer a collection bag that I hang on a door handle.
For a complete overview of battery disposal, The Environmental Health and Safety office has published this comprehensive page of hints.