Whether non-rechargeable or rechargeable, batteries should NOT be disposed of with your domestic waste.  They are very toxic, especially the NiCad rechargeable ones.  

Small batteries can be deposited at any branch of Currys - Clarendon Centre (formerly  Dixons), Currys Lamarsh Road (off Botley Road, open to 8 pm Mon to Fri inclusive) and Currys Horspath Driftway. 

At the Currys branch in the Clarendon Centre, drop them into the transparent plastic cylinder that sits on the counter of the central, glass-sided, sales unit (it's on the side that's furthest from the shop entrance).
 

They can also be taken to Redbridge Recycling Centre (which also takes car batteries).