If you don't care about recycling the waste or being eco-friendly, you can usually just dispose of the waste in the regular trash. In most states, the instructions are the following,
Place sharps in a rigid, strong plastic or metal container with a screw-on or tightly secured cap, such as a laundry detergent bottle. Or, use a purchased Sharps Container. Reinforce the cap with heavy duty tape. Mark clearly and noticeably on the outside of the container “Do Not Recycle” and “Household Sharps”. Dispose of container with regular trash.
http://www.bddiabetes.com/us/main.aspx?cat=2&id=3284
For some states, there are additional disposal requirements.
Also, you could use the Sharps By Mail service where you can mail in your container into a disposal center.
I would assume that all hospitals or doctors offices will take your needles. If not, you can find places that definitely will through The Coalition for Safe Community Needle Disposal.
http://www.safeneedledisposal.org/dispcenters.html