We have all CFLs in our house except a couple of old light fixtures in the kitchen that "eat" bulbs at a rapid clip. So we use the cheapest possible bulbs in those lights. They are old enclosed fixtures that we will replace when we remodel the kitchen. I guess we're just not too fussy about light type/quality. I have no particular brand preference, but they all seem fine to me.
We did go to some lengths/expense to install CFL-compatible ceiling fixtures in our house about 17 years ago (in every room but the kitchen). That was before they made the little spiral bulbs that can fit in any fixture. These fixtures take long flat bulbs that I believe are by Sylvania. They kind of look like mini-tubes. There is a minor delay when we turn them on, and sometimes a slight buzzing sound. We must be used to it by now, because Iwe don't really even notice. And it was 9 years before I had to replace the first one of those bulbs!
I also broke a CFL bulb with my head in the basement a few years back. Didn't know I was supposed to panic, so I just picked the shards out of my hair, swept up the rest, and tossed it away. Now I do know enough to dispose of them properly. My local Home Depot has a bin where we can drop them off. The little spiral bulbs are cheap and convenient (we use them in floor lamps, etc.) but they certainly don't last 9 years.
I am eager to try LEDs and I'm glad to see they are coming down in cost.