It may seem odd to recycle helium tanks, but once you've removed all helium, there's no danger of combustion. The tanks are made of metal, which makes them easily recyclable in a number of ways.
Your helium tank must be entirely empty before you can recycle it. To empty leftover helium, open the valve all the way by turning it counter-clockwise. Then squeeze the nozzle. You'll hear air swishing out. When you don't hear any more air, the tank is empty.
Check with your community to see if you can recycle the tank through your kerbside recycling program. Alternately, take the empty tank to a steel recycling facility near you. These are the easiest ways to recycle the tank, but check first before using either option.
Place a screwdriver on top of the "rupture disk" on the top side of the tank. Bang the screwdriver head with a hammer to pierce the "rupture disk." Then write "empty" in permanent marker on the tank, and circle the "rupture disk" area with a marker. Now you should be able to recycle it at steel recycling facilities that may have been apprehensive about taking it earlier, since they can verify it's really empty.