I recently replaced nearly all the incandescent and CFL bulbs in my house with LED bulbs.
http://www.homedepot.com/Electrical-...1#.UMDScuTAd_g
I got these from Home Depot, which also come with an instant $5 off coupon in NH. Initially I never liked the color of LEDs and how they were never bright enough. These however are brighter than the CFL equivalent and the color is not the awful blue/white.
I also replaced all the recessed lights with these, which also come with I think a $10 mail in rebate:
http://www.homedepot.com/Electrical-...1#.UMDTVuTAd_g
I still need to replace a number of fixtures that use halogen bulbs. Those things get hot, and use a lot of power.
I also think CFLs are a waste of time. They take too long to turn on fully (especially in the winter) and a lot of people get headaches from them.