Where shouldn’t you dispose of your old and dead CFL bulbs? Your trash-can. CFL bulbs contain mercury and should never been thrown into your trash. CFLs are extremely energy efficient and hence good for the environment (by requiring less coal to be burned, which means less green house gases and all the other pollutants like sulphur and mercury). But it means that you need to be responsible in where you dispose of your CFL bulbs.
Two easy locations that I found:
Your neighborhood Lowes and Home Depot, both offer free recycling of dead CFL bulbs.
Lowes press-release: “Lowe’s Launches Recycling Centers in U.S. Stores”
Home Depot press-release: “Home Depot launces CFL recycling program”