I've been hearing some very negative facts about the CFLs that are currently being pushed. I had an experience with one "burning out" that startled me. I went briefly into a little-used room in our home turning on the light. As I was working on a small task, I heard a crackling, szztzing, then a loud pop. I looked around to determine where all this activity was coming from, when I saw that smoke was coming from the light fixture where we had placed a CFL. There was also a marked pungent odor being emitted at the same time. After it cooled, we carefully took it out and replaced it with an incandescent light bulb.
Here is a link that tells more of the dangers of these lights. EDIT: Scroll down about 1/3rd of the page. I want nothing more to do with them.