First and foremost, you need to classify waste into reactive, flammable, corrosive and toxic. Virtually all homes contain hazardous waste like the paint, gas, antifreeze, oil, filters and oil, pesticides, chemicals. Aerosols, computers, cell phones, mp3 players, ammunition, syringes etc.
Disposing of such wastes in improper ways could pose a risk not just to the environment, but also to the public health.
In the case of lead sheeting you mentioned, I guess the most appropriate method would be to opt for community hazardous waste centers (http://www.gorillabins.ca/blog/how-to-dispose-of-hazardous-waste/). Often homeowners face the problem disposing of lead roofing and flashing. Ensure that they are kept separate. Dispose them as soon as possible(responsible disposal). There are many public facilities working on particular days to collect such hazardous wastes. Even community days are dedicated to the environment when you can dispose hazardous waste at specific sites.