The replies on this thread have been awesome. Just because of how F-ed up most of us are. How big is this thing? 'cause if it's quite big you could always throw it off somewhere high and watch the carnage.
If it's tiny you could microwave it.
other ideas
Try and connect it to a gerbil
see if it can hook up to your PC or console
eat it.
Give it to your future self who will arive at your house tommorow at 4pm, wearing a Hot Dog costume and being chased by robot ninja pirates.
Attach it to a lightning rod
Put it away somewhere while you try to figure out who it was actually ment for.
PLUG IT IN
Bring it to the beach and throw it in the water.
Take it to a bank and tell people it's a bomb and that they have to give yo all their money.
eBay.
Bonfire.