What to do with your light bulb all depends on what kind of light bulb you have.
These are the old fashioned light bulbs. They belong in the trash. Do not place them into the recycling.
fluorescent and CFL bulbs
If you have fluorescent tubes or bulbs, even the little curly-style bulbs, should be taken back to a retailer that sells fluorescent bulbs and tubes for recycling. Do not place them into the trash. Do not place them into the recycling.
Retailers that sell these kind of bulbs are required to accept them back for proper recycling.
Some places may charge a small fee to accept them, so you may want to call before going to your neighborhood hardware store or other fluorescent bulb retailer.
Why are these treated special? They have mercury in them.
At your home, these go into the trash cart. Do not place them into the recycling.
However, if you would like to recycle them, you may bring LED style bulbs to a drop-off site and place it with the electronics.
There are area lighting speciality stores / recyclers in the area that may offer more light bulb recycling opportunities for you. Though it may be for a cost.
PKK Lighting in Middleton is one such option. Other choices may be available.