Talk about thread from the dead -- bear in mind that most of the replies here are from 2011, before LED replacement bulbs were widely available.
CFLs are cooler than incandescent, but they are almost as fragile. And when they do break, it's more of a mess. LEDs are the way to go, no question.
I have a couple of old "arm burner" lights upgraded with replacement LED bulbs, and they're fantastic. I found some LED replacement bulbs that are basically a hard flat plastic "puck" with LEDs embedded, and so far they've been very durable. They put out just as much light as the incandescants -- more, actually, since the incasdescent bulbs were broken and dark about half the damn time...
I also have an assortment of LED headlamps, magnetic lights, etc. but there's nothing like 120V when you really need to see something without ******* around with batteries. Plus there's a handy outlet for soldering irons, etc.