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I return it to my local autoparts store. They have a bin out back where they collect used oil. Pour the old oil into the bottles the new oil came in. As above, I have a large garbage bag I use specifically for the oil return.
I use a sealable oild drain can that autozone sells $10 no problems and no mess.
+1 on the oil drainpan with lid. It's not expensive, and using the proper tools for the jobpays for itself in saved time. Getting oil back into bottles is extra step both in time cleanup.
If you really are that cheap, I've seen people drop off using half-gallon widemouth screwtop emptied bottled-water bottles, remember to take back your empties for the next change.
If people are seriously dumping your oil, you should turn in your wrenches and give up on self-maintenance. Oil change is the most basic maintence procedure, and if you are not disposing of the oil at the properly, you have not completed your oil change.