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Well, most of the time I read right before I go to sleep, so I put it reverently back on my giant pile of bedside books. If a book is particularly good, sometimes I'll just close it and stare at it while I try and gather my thoughts and overwhelming "ohmygoodness that was amazing" feelings :) And if I don't like the book I've just finished, I just let it thunk to the ground (terrible, I know!).
I have rarely felt the urge to hurl my books at a wall - the most recent time this happened was after I finished Storm of Swords, but I was reading an ebook and I definitely did not want my precious laptop to shatter into a thousand pieces.