I do the same with mine. A friend who owns a machine shop has a couple waste oil furnaces.
He gave me a 55 gallon drum and when I get it about 3/4 full, I take it down to him. Got it on a narrow pallet and use my tractor to get it on the bed of my truck. Very easy and hassle free.
And, yes, I've heard of places giving people the dickens of a time to get rid of their used motor oil. I am totally against that, and anyone that charges or refuses motor oil (if they sell it, use it, etc) should be fined! This is the exact reason it ends up in streams, sewers, lakes, oceans, etc!
I'm not some green hippie or anything, but at the end of the day, the government wants us to do the right thing and recycle it, then provide the resources to do so, and anyone failing not to accept it, should be fined.