Interesting thread, I had no idea there were so many places using used motor oil as heating oil!
As for me, I just drop it off at the nearest parts store, they all take it. Although I just moved so I have not taken it lately, I'll have to see what is nearest to me.
What is harder to get rid of around here is antifreeze. There aren't that many places that take it. I flushed my Hyundai not too long ago and I have a bucket under my bench with the used antifreeze, I need to figure out what to do with it.