Compost them, of course (along with the coffee filter!)

Sprinkle on the ground around plants for a slow release of nitrogen before watering in well.

A ring of used coffee grounds around a tree or planting can deter ants.

Coffee grounds also help deter cutworms.  Sprinkle grounds around the problem area in the vegetable patch.

Combine them with soil before planting houseplants or making a new garden.

Place them on top of the soil in the pots of houseplants.  They'll discourage mites and other small bugs as well as improving the soil.  Don't overdo it for container plants, though, because used grounds contain salts.

Use them in a worm farm.  Worms love them.

Like fishing?  Keep your worms happy in a container with moist, used coffee grounds.

Strawberry plants love them and will be big and full of flavour.

Hydrangeas, an acid loving plant, will benefit greatly from coffee grounds.  Most evergreens thrive on having grounds spread around their base.  You can put coffee grounds around any acid loving plant, like blueberry bushes.