Actually, it's kind of fun to burn ammo. In campfires and stuff. Which is dumb...you're risking eyes doing that.
I've done it during "burn barrel" sessions with wood-shop scraps. It's not a danger if you have eye protection and are wearing work-weight clothes. Even tossing in a cardboard box gives you several seconds to be well clear of any primer shrapnel.
Tossing it in the garbage is probably just fine, too. Most landfills don't burn, and there's so much other stuff being thrown away, some lead and nitrates aren't going to kill the planet.
