It is important to try to recycle all products that can be recycled, and to properly dispose of those that can't be. Common materials such as plastic, glass, paper, and aluminum are easily recycled at most facilities and so it is hard to justify not recycling these items.
Those materials that arent so easily recycled are usually more hazadarous for the environment, and so should also be disposed of properly. Items such as household cleaners, motor oil, batteries, and medication pollute soil and ground water with unnatural chemicals.
www.earth911.org is a great source for looking up recycling facilities in your area, as well as looking up proper disposal for a vast amount of products.