According to their press release
At each The Home Depot store, customers can simply bring in any expired, unbroken
CFL bulbs, and give them to the store associate behind the returns desk. The bulbs will then be
managed responsibly by an environmental management company who will coordinate CFL
packaging, transportation and recycling to maximize safety and ensure environmental
I know that disposing of CFL's has been a big concern with many people because not all municipalities have the resources to recycle them yet. This makes it possible for the majority of the country to have a nearby recycling program for them.
So stop making excuses and start switching out those bulbs. You'll love the energy savings when your bill comes and the environment will love it, too.