We are very fortunate to have a trash and recycling company that collects a huge amount of recylables (paper, all plastics 1-7, cardboard, aluminum, steel, junk mail, glass, etc.) However, they do not collect plastic bags or styrofoam.
Although I do have six reusable grocery shopping bags, which I use almost all the time, I still do seem to come home with the occasional nefarious plastic grocery bag. I stick one of these in my laundry room (behind the door). Over the period of about two weeks, I add all the plastic grocery bags, produce bags, newspaper bags, and any other recyclable bags that come into the house. I also stick in foam produce trays and egg cartons.
When this bag gets full, I pick it up on my way to the grocery store. My usual store has bins right out front for paper bags, plastic bags, and styrofoam. Fortunately my kids help me, since my arms are full with reusable shopping bags, coupon box, and grocery list! One kid will pull out the styrofoam items, and another will wad up the bags into the appropriate bins.
Earthbound Farms estimates that if everyone in the US used one reusable grocery bag once per week, it would keep 16 billion plastic bags out of landfills every year. Whole Foods states that in 2007, Americans threw out "100 billion plastic bags annually, according to the Worldwatch Institute, and only 0.6 percent of them are recycled."
More recycling, not much effort.