As CFL light bulbs contain hazardous waste, the method preferred by the EPA for safe disposal is to take them to the local recycling facility for proper handling. In the event that a recycling facility is not available, the bulb should be sealed in a plastic bag and placed in normal household trash outside. Be sure to check your local laws, as some states and local jurisdictions require the bulbs to be recycled.
CFL bulbs contain mercury, which is released as a vapor if broken. If a bulb is broken, the room should be aired out before entering the room to clean up. Sticky tape and cardboard or stiff paper can be used to gather the tiny glass fragments and mercury powder. Broken CFL bulbs are disposed of in the same manner as an unbroken bulb. Contact local agencies to find out the requirements for that area.