These just go out with the other recycling, right?

I'm not clear if this is a legitimate question but….if so, it depends. In our city you can take them to Home Depot/Lowes for disposal. They should not be thrown out with garbage.

If your city has a hazardous waste disposal location, you can take them there. In my area, it's the same place that i take old paint and stain, batteries, solvents, tube tvs etc. our area has two dumps but only one of them takes hazardous materials, so I would do a little research.

In Germany, pretty much every supermarket has 2 special bins near the entrance, one for lightbulbs and one for batteries. Maybe there's something similar in your area?

Otherwise I'd check with shops or hardware stores that sell these and/or a local electrician how they dispose of these and whether they'd be willing to take yours as well.