Most of the fryer oil jugs are VERY thin plastic and are in cardboard boxes. The problem I had was that many franchise businesses get ones with their business name (such as Five Guys Burgers) imprinted on the outside, and they refused to give me the boxes, just the jugs. The jugs by themselves, are too thin to safely be transported with oil in them. If it has their business name, shipping label, anything that might connect the container with them, they won't let me have the box.
Other issue is that several posters here have mentioned just "dropping off" the oil at Auto Zone, Advance, etc. Every place I've been in here has you dump it yourself, and TAKE THE CONTAINER WITH YOU, they will not allow you to leave the container. Four or five gallons a day, and you enter your name, address, what you dumped, etc, in a logbook.
I have a used oil fueled heater, and lots of guys at work give me oil in the 4 or 5 qt containers the new oil came in. This works real well for me, except that I have to deal with the containers. I can fully understand why the parts places would not want dozens of empty containers sitting around.
I dump the oil from the containers I'm given, quickly and DO NOT drip out the containers, as that is when the settled sludge comes out. Then I take the containers and turn them up one by one, over a period of days or weeks and drip out the sludge and thick **** into a single container/funnel. I'll burn that in the burn barrel when burn season comes around, and I stomp the empty containers flat and put them in the trash.
I try to be a good steward of the environment and so I drip out all of my containers, new oil or old, before it goes in the trash. so the oil does not end up in the landfill.
Charles