Sharps container always.
There's nothing to protect the syringe if you were to just toss it in the trash. If it breaks, pokes through the bag, and stabs the garbage man - he or she is going to have a really bad day because they don't know what they might have been exposed to.
Even if all you've got laying around is a plastic soda bottle to toss it in and re-cap, that would be loads better than just placing it in the trash.