Any auto parts store will take it. They have a giant metal vat in the back room; you just bring your old oil in, and they tell you to go dump it yourself. I have an Autozone next to the grocery store I normally go to, so it's easy to just swing by and dump it while I'm already out.
Not gp, but I store the old oil in a closed can, back of the shed. While usually there's a waste management charge for oils, in Finland there are occasional events when it's free to deliver oils and whatnot. So I take the few cans then.
The place I take my old oil to they are happy to get it because they sell it. I figure since I'm going to have to take it to them anyway, I might as well let them do it all.