Metal and glass are the most recyclable. Paper can be, but a lot of them get covered in plastic which makes it harder, and the fibres deteriorate over time (e.g. tissue and toilet paper are the last cycle, better to compost). Grease can prevent paper from being recycled but apparently makes excellent compost so that's where your pizza box goes.

Large bits of plastic that are clearly labelled can be recycled, but it's a huge amount of effort for small bits. Plastics melt/soften at different temperatures and react to different solvents, so if you get a giant plastic bag with bits of foam, bottles etc. It's a lot of labour that could be spent elsewhere. Also, a lot of plastic is soiled with food oils, bits of leftover milk, etc which you need to remove even if you do want to recycle. Easier to just crush and export.