They have warnings along the lines of that damp environments like bathrooms, and turning them off quickly (less than 20-30 minutes on) significantly decreases the life of the bulb.
So if you plan to use CFLs that will be turned on and off quickly like bedrooms, bathrooms, hall lights, etc - basically everywhere except the living room / reading light that you plan to have on for hours at a time - CFLs will die faster than an incandescent - within 12-18 months of light use. You basically get punished for being good at turning off lights when not in use.