"When they stop working I throw them away" Richard Bridge-

Illegal to put them in your rubbish in Washington and some other states.
They must be disposed of in hazardous waste sites.
In Manitoba (other provinces?), Rona stores accept them for disposal.

Here in Calgary, they are accepted at fire halls, for hazardous waste disposal.
www.recyclinghotline.ca has a list of stores and other sites which accept them for disposal. London Drugs chain is one.

Canada has no overall rules, but there is federal consideration of measures to limit the amounts of mercury in bulbs. Plans are to prohibit sale of older type bulbs in 2014.