The Recycle Depot will take smoke detectors.
Smoke detectors have a limited life span, usually specified at ten years. Testing your detector with actual smoke is the only way to be sure it will work when needed. The most common type of smoke detector contains a small amount of Americium 241, a radioactive material. On your wall or ceiling this presents little threat. The material can pose a health hazard when broken open in an incinerator or landfill. For this reason all detectors must, by law, be labeled as to radioactive content.
Detector companies accept returned radioactive detectors for disposal as hazardous waste. Unfortunately the companies seem to assume you’ll keep the instruction booklet on hand for the entire life of the product, and don’t always put good contact information on the case. Check the manufacturer’s website for instructions and contact information.