I do leave the batteries in. Is it dangerous? I read some time ago that it is not dangerous, but the capacity of the battery drops significantly, I don't care about capacity, and safe shutdowns are important to me.
In the past I used an HP DL380 Gen. 7 (which I still own, and wouldn't mind selling as I don't use it), but I had to find a solution for the noise. And power consumption was at around 18EUR for my EUR/kWh.
Cramming down what ran on 12 cores and 48GiB of RAM on a 2-core, 4GiB (I only upgraded the memory 2 months ago) machine was a real challenge.
The ThinkPad cost me 90EUR (IBM refurbished), we bought two of them, the other one burnt. The recent upgrades (8GiB kit + Samsung Evo 1TB) cost me around 150EUR. Overall a really nice value both in compute per EUR spent and in compute per Wh spent. Really happy with it, I just feel it is not very reliable as it is old.