I feel a little guilty each time I place my leaves in bags. There are a few guilt free options.
Add your leaves to the base of newly planted trees, shrubs, and perennials. This will help keep moisture through the winter, and the leaves will break down to give a nice layer of compost.
Another option is to add the leaves to your compost heap. Leaves decompose best when a layer of dirt is added on top.
Also, many cities offer recycling programs, check with your city for availability. A local nursery may also be able to compost your leaves.