There are 2 collection bins provided by ReFuel Pgh. One is located in Whole Foods Market on Shadyside. I have been taking my used oil to this bin for the past 2+ years. However I recently (Feb 2014) stopped by and the bin was no longer located outside the store. I had to ask 3 employees and the 3rd one was the only one that knew that it had been relocated near the garage, i.e. on the Starbucks Cofee side, but on the end next to railroad.
The second bin which I just recently learned about is in South Oakland, by the Dan Marino field which is in the corner of Dawson St & Frazier St. You'll see a red fence with a sign that reads "Frazier Farms":
My wife takes the credit for collecting the oil, I'm just in charge of dropping it off. You can put it in any clean plastic (e.g. gallon of milk, water bottle) container. You just need to let it cool off after cooking and put it in the container and then just drop it off once you fill up your container. GTECH turns this into an alternative diesel that funds education programs: