What is the proper way to dispose of old tubes?

Most tubes are primarily constructed of ordinary metal parts in a vacuum inside a glass bulb.

However, most tubes also have a "getter" to absorb any stray air molecules that get in the tube. This is generally made out of barium which is toxic. (It is what creates the white interior coating on a tube that has leaked.)

You'll want to be careful not to inhale any dust from a broken tube. I'm sure the EPA probably has some double-secret procedure (ever seen the instructions for disposal of a compact fluorescent light bulb?) but as long as you exercise common sense it shouldn't be too much of a problem.

For barium info see:
http://www.epa.gov/ogwdw000/contaminants/dw_contamfs/barium.html

The official disposal of barium containing vacuum tubes would be similar to the handling for cathode ray tubes (CRTs). CRTs can contain quite a bit of lead (from shielding) which audio vacuum tubes do not contain.

Here are current EPA rules:

http://electronics.ihs.com/news/2008/epa-amends-crt-recycling.htm?wbc_purpose=basic&WBCMODE=p%2Cp%2Cp%2Cp%2Cp%2C

You will note that households are exempt from federal rules, even with all their lead content. Note that individual states (or other countries) may have different rules.