Where does all the mercury in the CFL's go when they die or break? Save the electricity, poison the earth.
At least with CFLs, the mercury is contained in a hermetically sealed lamp, from which it can theoretically be recovered/reused at end-of-life. Contrast this with the mercury emissions from coal-burning powerplants caused by incandescent lamp use. Those go right up the stack, and end up in the environment.
Until LED technology becomes cheaper, CFLs seem the best way to go for energy efficiency, as long as recycling measures are put in place to handle them.