Rechargeable Batteries - Yes or No?

TheFifthElephant asks: "I currently use quite a few devices that require various size batteries and I feel horrible just tossing them when they die. I saw a recharger at a retail store today and was thinking to myself how much waste it would reduce by using rechargeable ones. Which units have you used happily and/or which units have you heard of/read about satisfying someone else? Are the more expensive units better? What chemical rechargeable batteries last the longest/recharge the most?"