re: ...mercury...
There's a hazardous waste drop-off a few miles from me. I collect my bulbs in a paper grocery bag out in the garage. When full, I take them over. It takes a lot of bulbs to fill a grocery bag--I don't have to make the trip often.
Hardware stores often take bulbs for recycling. IKEA stores apparently do. You can go here, and enter the appropriate info in the boxes at the top to find places near you.
Our city recycling outfit takes batteries in a special plastic bag that gets picked up at curbside. I suspect at some point, they'll do the same for CFLs. When LED lights hit their stride--which, if they work, won't require a law forcing them on us--it may all become a moot point.