I recycle the Oki ones for my laser printer, not done one for a while though.
The toner cartridge box usually has a recycle bag in it. On the oki site there are instructions, plus you can download a free returns label from their site.
Not sure what printer you have, but for the oki recycle scheme, I pack the old toner cartridge into the recycle bag, put in box, seal, attach freepost label, take to post office, done. Quite simple once you've done it a few times.