We use Call2Recycle. They take cellphones and batteries, and maybe some more of the usual stuff. They've been great about working with us, particularly since we set up an agreement with them that the money from anything donated by FIRST participants or really anyone that we passed out collection bags with FIRST stickers on them goes to GeorgiaFIRST.
I'm sure that other states could probably set up something like this too...
At any rate, here's the website:
http://www.call2recycle.org/home.php?c=1&w=1&r=Y