Disposing of CFL bulbs when they’ve exhausted their lifespan can be tricky due the mercury they contain. Mercury can contaminate a water supply so disposing of the CFL bulbs correctly is very important.
If you live near a Home Depot store your disposal problems have been solved. According to Home Depot’s website here they will accept unbroken CFLs at all of their stores, just wrap them in a plastic bag and dispose of them in the container provided.
Broken bulbs should be dealt with according to the instructions on this page provided by the PA Utility Commission.