When ever possible, use a rechargeable battery. There are several reasons for this
1) It ultimately costs less and is more environmentally friendly
2) When using a standard battery it is not readily apparent how much life there is left in it. If you start out each assignment with a freshly recharged battery, you'll know it should last for the entire shoot.
That said, always get your batteries into the charger when you're done shooting. Make sure you have more than one battery so you can have a spare. And when your battery starts to not hold a charge as long as it should, it's time to replace it!
You can by AA and AAA batteries and battery chargers at Radio Shack and most "big box" stores such as Target and Best Buy.