I put them in the garbage. I have a septic system and it just sees like the right thing to do.... beats me though.
My disposal has one of those enzyme things on it so it gives the septic a little charge when you use it, maybe I should start doing that and my kitchen wouldn't smell like old coffee grounds
Don't you use coffee grounds to attract night crawlers, too, by spreading them on the ground? Probably not a good idea in winter