An even cheaper source of AA batteries would be working at (or knowing someone who works at) a photo developing place.

All of those disposable cameras use regular batteries, and many of them are AAs. They sit on the shelf just like any other battery, get used with minimal current draw (if the flash isn't used, the battery might not actually be used at all), and can't be sold as "new" batteries -- because, really, they aren't.

So, they break open the camera, develop the film, and the batteries are left to either throw away or to power somebody's Wii remote, travel alarm clock, or bike light.