Batteries and lack of audio are my only gripes with the steam controller. I still think it's better than every other controller, but I wish it had those. At least though, valve said it will be easy to disassemble with a screwdriver, so we will have a way to replace the battery with an after market one when it dies.
I'm not aware of any controller that can charge NiMH batteries tho. I think the hardware for that would weight as much as the entire controller. Also NiMH batteries don't do well with continuous charging via dock, unlike lithium batteries.