There are a few CFLs available that are supposed to work with dimmers, but they are hard to find. I have not tried any of those out, so I don't know how well they work. They also make CFLs that work in 3-way lamps.

Pay attention to the color temperature of the CFLs. Most people will probably prefer the lower temperature lamps ("warm white"), as they produce a more reddish light similar to incandescents. Some CFLs produce a whiter light (sometimes sold as "daylight" bulbs or something similar), and these produce a very white, almost bluish light. I currently have a 5-lamp fixture in my house that has 3 warm white CFLs and 2 "daylight" CFLs. It looks rather odd, and I am going to replace the 2 with warm white CFLs to get them all the same color.