The rapid development of experimental techniques to produce ultracold alkali molecules opens the ways to manipulate them and to control their dynamics using external electric fields. A prerequisite quantity for such studies is the knowledge of their static dipole polarizability. In this paper, we computed the variations with internuclear distance and with vibrational index of the static dipole polarizability components of all homonuclear alkali dimers including Fr-2, and of all heteronuclear alkali dimers involving Li to Cs, in their electronic ground state and in their lowest triplet state. We use the same quantum chemistry approach as in our work on dipole moments [Aymar and Dulieu, J. Chem. Phys. 122, 204302 (2005)], based on pseudopotentials for atomic core representation, Gaussian basis sets, and effective potentials for core polarization. Polarizabilities are extracted from electronic energies using the finite-field method. For the heaviest species Rb-2, Cs-2, and Fr-2 and for all heteronuclear alkali dimers, such results are presented for the first time. The accuracy of our results on atomic and molecular static dipole polarizabilities is discussed by comparing our values with the few available experimental data and elaborate calculations. We found that for all alkali pairs, the parallel and perpendicular components of the ground state polarizabilities at the equilibrium distance R-e scale as (R-e)(3), which can be related to a simple electrostatic model of an ellipsoidal charge distribution. Prospects for possible alignment and orientation effects with these molecules in forthcoming experiments are discussed.