All the bulbs in my lamps and most of my ceiling fixtures are CFL and have been in place for 3 or 4 years. I have a few that I have had in a few lamps for about 8 or 9 years now. I've never replaced any of them or had a single one break.
I've looked at LCD and LED for my outdoor flood lights and porch lights but damn are they expensive! I've started to switch them over as the incandescent bulbs blow (which seems to happen very quickly on my outdoor lights for some reason) and they do seem to last a lot longer but I've only got a few changed so far...