I've also found that the very-low-wattage bulbs take a long time to warm up and have a weird color. I only use them in one or two places where I'm willing to deal with it, although when they eventually burn out I may switch back to incandescent.

However, I use large CFLs, some coil-type and some parallel-rod type, in my ceiling fixtures and have never noticed a difference. I can get more lumens for less waste heat, which is awesome. (I loathe dim overhead lighting.)

(Okay, actually one of the ones in the den hums, but I think I'm one of a small percentage of people who hears things like that. It's kind of annoying on the days when I can't tune it out.)