The easiest way to recycle wood is through a local waste management agency or material reuse outlet. Most areas have access to services that recycle untreated wood for a nominal cost.
Pressure-treated wood cannot usually be recycled. This type of lumber is easy to recognize by its somewhat darker color and the slit-like marks that cover the surface. Painted or stained lumber can sometimes be recycled if the outer layer is sanded off.
Lumber can still be re-used if there are no conventional means for recycling it. Habitat for Humanity, Craigslist, and Freecycle are all good connections for re-purposing unwanted lumber.
If all else fails, most local landfills accept wood.