CFL's from an environmental standpoint are an environmental trade off. Each CFL contains about 4 parts per million (4 mg) mercury. Since CFL's use substantially less electricity than incandenscent lamps the net environmental exposure to mercury is decreased as much more mercury is emitted through the burning of fossils fuels then that which leaks from CFL. That is to say, if you use incandescent lamps, the corresponding increase in electricity consumption will produce more environmental contamination of mercury through the increased consumption of fossil fuels used to generate the electricity used to power the incandescent lamps.
Also, most present CFLs the mercury is stablized to limit it's mobility characteristics meaning the most significant threat to exposure is if the lamp breaks while in use. Having said that, 4 ppm of mercury vapors rapidly diluted by the air present very little in the way of a health risk unless the exposure is chronic (long term), the greater risk is for childrem who are chronically exposed to mercury vapors. An incedental breakage of a CFL, in other words, presents a very small risk of exposure related problems.
and when the bulbs are powered by coal burning power plants, were' really ahead in the game!!