I've replaced all the lightbulbs in my house with compact fluorescent bulbs, except for the lights which have dimmers. However, I discovered something interesting while out shopping today. Halogen lightbulbs that look like a regular bulb and fits in to a normal lamp holder. The advantage of halogens is that they're dimmable *and* use less energy per unit of light output than a normal filament bulb - in fact I replaced my 60 watt bulbs with 40 watt halogens and have discovered that they're still generating more light. The bulbs also have a longer life span and the quality of the light is excellent.
Fluorescents are still the best energy savers by a large margin, but anything cost effective that cuts down on the energy consumed by the few remaining filament bulbs in the house is welcome.