I take mine to Kragen's which is nearby. I have a number of 2-1/2 gallon jugs that serve to collect used oil from the various vehicle in my collection. When I get two or more full jugs, I shlep them over to Kragen's.
By the way, don't expect a service station or auto mechanic shop to accept your used oil. Many of them will not because they can't control what you put into the oil, and they would be held liable for major fines if the oil was tainted with, say, gasoline or antifreeze. Places like Kragen's and Pep Boys probably have an EPA waiver to absolve them of liability from cutomer deposits, but they still would have to have the oil properly disposed.
You can put the following into used motor oil bound for recycling: brake/hydraulic fluid, auto transmission fluid, other lubricants. Do NOT add any gasoline, antifreeze, paint, or solvents. The gas and the solvents in particular will result in the oil recycler rejecting the entire tank, which could be a very costly mistake.
It is probably illegal these days to dump used motor oil onto a gravel driveway. The primary concern is the heavy metals (cadmium, chrome, etc) that enter the oil from normal engine wear and would contaminate the soil forever. Another concern is the run-off - oil from one oil change could contaminate a million gallons of fresh water.
This is an interesting topic because I just passed a two-part auto mechanic safety certification, and the proper disposal of used motor oil and other auto fluids was a major part.
Something I didn't know before - the oil filter not only must be drained, but it's necessary to poke some holes in the top of the filter so as much oil as possible drains out (into the oil you're going to recycle) before you throw the old filter into the trash. Better yet, find a place that accepts not only used motor oil but also used oil filters.