I chuck them in the trash along with the other glassware. The one thing I do not do this with is mercury rectifiers and mercury filled relays. That stuff's toxic.That's a loaded question. My answer is that you don't. You never know, in the right amp under the right conditions they maybe able to still work for you. This is especially true with preamp tubes.
However, most towns or citys have procedures for disposing electronics I would assume call your municpal waste company or it's equilviant.