Grilling is one of my favorite activities during the summer (and winter, for that matter). I have one of those small propane grills that run on those smaller tanks found in most hardware stores (I usually use the green, 14.1 oz version):
Now, I find myself in the middle of the summer, with a handful empty tanks at hand. My environmental instincts prevent me from simply throwing it out, and my safety instincts from putting it our in the alley for the metal collectors.
So, what to do? The Chicagoist has posted a great guide to recycling propane tanks in Chicago. Supposedly, Coleman has launched a new product aimed to mark tanks as "empty", so that they can be recycled by any metal recycler. Until then, the Chicagoist suggests taking your empty tanks to the Household Chemicals and Computer Recycling Facility.
While planning your trip there, be sure to check out their complete list of acceptable items, for any other things you might have laying around your home.