How to Dispose of a Mercury Thermometer

I just replaced a mercury-based thermostat in my house. Mercury is common in older, non-digital thermostats. Mine is Honeywell and is made in the shape of a circle. The mercury is in a small glass tube with three wires attached. Mercury can be quite dangerous and needs to be handled carefully. Fortunately, my local Natick Health Department accepts mercury thermostats for proper disposal and even offers a free digital thermostat in exchange. From what I've read, most local governments will accept mercury-based thermostats for disposal like Natick.