Home Depot (at least the ones in Minnesota) will recycle CFLs (compact florescent lights). These are the ones with their own ballasts permanently attached. Long tubes cannot be accepted, because as a business, they are charged four to five dollars for each tube that is not theirs. As a consumer, you can recycle them for free at your city or county's yearly (or twice a year) hazardous waste round-up.
Greene, it's more likely that your house's electricity had a surge or some sort of anomaly that damaged the ballasts and made them all go at once. You don't strike me as a person that turns on all your lights on and off all at the same time all the time. Surely, some must get used more often than others.