Fortunately, things are getting better. Electronics recycling is starting, slowly, to gather momentum, though it's still something that is woefully underfunded and publicized given the toxic nature of electronics waste.
And recently I've found a service that recycles household batteries, including Ni-Cads, alkalines, and even small sealed lead-acid batteries. Yes, you have to ship them a box of batteries, and yes you have to pay them 85 cents a pound, but you know it is The Right Thing To Do. So do it.