Private individuals and households are not bound by most state and federal environmental law because the quantities are so small. However, Chicago has some rather odd laws that do apply to private individuals, so it might be worth your while to check.
Windex and its relatives can simply be put down the drain.
Most common alcohols (isopropyl, ethyl, and denatured) you can leave out in an open container until they evaporate. The same is true of turpentine and turpentine substitute.
In many areas (this is where you have to check Chicago ordinances) it is permissible to do the same with small quantities of common solvents (mineral spirits, lacquer thinner, acetone, methyl ethyl ketone, naptha, toluene, xylene, etc.) This is often the "recommended" method. However, there is a more environmentally correct possibility—add them to used oil that will be recycled. If you don't change your own oil, ask where you get your oil changed. Most places (in my experience) have no problem accepting as much as a pint.
Glycol and chlorinated hydrocarbons are another matter—these are (and should be) often more strictly regulated.