I think one thing to consider about CFLs is the quality of manufacturing; they're not just a filament in a glass bulb--they contain electronic ballasts with capacitors, PCBs and the like. Pick your type of comparison; Harbor Freight vs. DeWalt, whatever. Pressure to keep these cheap as a reasonable replacement for $0.25 A19 incandescents can't mean there is a lot of time spent on high grade engineering and quality assurance. Aside from the manufacturing quality issue, there are also simply many more parts that can fail. I've had some CFLs that don't last as long as a 2000-hour incandescent. I also have a pair of "Designer's Edge" CFLs that I bought around 2000 that are still going strong.
Consumer Reports did an article about CFLs a couple of months ago (October 2010, p26-28) and included some reliability tests. Surprisingly, the "EcoSmart" brand sold at Home Depot had the best ratings for indoor lights; GE and Philips did okay-ish. Their test list wasn't very long, but it gives you a good idea of the range of quality.
