At present I have about 40 gallons of used oil. I've been watching online and going to auctions for a few years looking to buy a used Waste Oil Burner for heating my garage. I can't justify the price of a new WOB. I'm going to search for one more year and if I can't find one I'll start returning my used oil in 5 gallon containers to my local auto parts store.
As mentioned, any place that sells oil is required to take your used oil.
Try a Web search for a DIY oil heater. Saw one that was made from a gas hot water heater tank.