think its depends on the type of battery and usage,what Khandro says was the normal way but i have come across a couple of things recently where it states dont let the batteries go completely flat before charging.
Ni-Cad batteries need to be discharged before recharging as they develop a "memory" for the lower charge if charged early.
Lithium-ion batteries can be charged at will as they do not develop a "memory" like the Ni-Cads and generally hold a greater charge than the Ni-Cad equivalents.