You can donate your CDs. Many organizations will pick donations up from your house at no charge, too, so it's barely harder than throwing them in the trash.
But, not to (just) be pedantic, there's a real cost in my just searching for an organization to accept my CDs!
If you know of an organization that will accept them then let me know. Otherwise, I don't feel bad about throwing them away. I'm mildly confident some species of bacteria or fungi will digest all of the CDs materials eventually.
Your local library is also a good choice too.