It varies wildly with where you live. Small stuff like lightbulbs, batteries and phone chargers we can put in a special collection bin that you can find at every shopping centre. Fluorescents at every place that sells them.
Larger stuff like TVs - the company that sells you the new TV is legally required to pick up the old one, because you literally pay a fee to the central fund that deals with the processing of E-waste. But if it's more convenient, you can bring it to the municipality's waste processing facility for free.
Of course, what happens after, we don't know. As far as i know, a device is shipped off to African countries if it works, and 'works' means that something moves or the standby light lights up.
My city is very good with that stuff, you can just call them and they'll pick it up the next friday, though if you get it picked up it all goes into the general 'large trash' - a big truck with a trash compactor on it. Stuff like sofas, furniture, unsorted boxes of attic crap... But my municipality's taxes are among the highest in the country.
If you bring it away, you can really sort it nicely. You drive onto a platform surrounded by different bins. Ferrous metal, non ferrous, electronics, woods, demolition waste, asbestos... Most is free, but demolition waste costs some money.
It is genuinely nice though. I've lived like this my whole life. After moving to another city, i really had to adjust to having to - gasp - bring furniture away myself, or only being able to get it picked up twice a year!
But even there i could just chuck my trash into the underground bins for free. Much nicer than having to pay something like €2,50 for every time you open the underground bin. That really sucks if you have bulky trash like styrofoam packaging. Needless to say, people from those municipalities are more likely to just dump it at the roadside, or take their trash to relatives who can throw it away for free.