When we moved in, I replaced all of the incandescent bulbs with CFLs because we were in that brief period where they were legitimately the best option due to being good enough and cheap enough compared to incandescent. Good LED bulbs (Cree) were still expensive enough that I would have had to drop a few hundred dollars to outfit the whole house.
Good LED bulbs are now common and cheap, and I will replace dead CFLs with them today but for now the existing CFLs work fine and only use marginally more power than LEDs.
As for disposal, I crush the bulbs in a paper bag and then huff the mercury fumes for recreation.