They use less power and last longer than your old fashioned incandescent bulbs of yore and that's good for the environment.
These are great points but I have a few issues. Some models don't have the instant on of an incandescent bulb and have a cold colour temperature so they can look a little industrial. But these are not deal breakers for me.
What I have a problem with is the small amount of mercury in each lamp. I'm not scarred having them in the house but how to dispose of them. Millions of CFLs purchased now could leach mercury into a landfill and subsequently the ecosystem later.
So I'm glad that Home Depot (both in Canada and the United States) offers CFL recycling. No local Home Depots? In the USA you can check for local recycling of CFLs on earth911.com. And worldwide I'm sure a google search will turn up some local drop off points.