Back in the day, when NiCad ruled, there was a problem with a thing called "memory" A NiCad battery that was not fully discharged and then recharged, would "remember" that it only had half a charge and that's what it would put out, and then go flat.
There were a number of devices around that would fully discharge a NiCad, "condition" them and I think that this still applies to NiCads. Later batteries do not suffer from this affect, or it they do, it is not such a problem. A modern rechargeable battery, be it removable or not, does actually benefit from being fully discharged after its first charge. Apple say as much in their literature for the iPod and for their Laptop batteries.
That being said, every rechargeable battery has a finite number of times that it can be recharged so by using them right down to the very bottom, will increase the useable life of the battery. Rechargeable batteries, from any manufacturer, do not last forever so anything that extends that life is helpful
This may not be the most technically correct answer you will get, but it is basically correct.
P
I overheard a guy on my bus saying that if you want your removable batt. (the one's found on Zen Micro, iPods)2 last LONGER, that you should- as soon as you buy it- really work it out and try to drain it, so that wehn you charge it, the batt.(charger?) thinks to fully charge it, so when you're using it, it has almost practically full power, because of the first use. Sounds kinda dumb, but can anyone clarify this?

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