In general we recommend going to LED rather than CFL, LED has become more affordable and offers better longevity than CFL bulbs. There are now good looking LED bulbs available for almost any application even retro style “Edison” bulbs. There are a few older application or small bulbs that remain most appropriate for a Halogen or incandescent bulb, mostly small bulbs found in appliances; refrigerator bulb, range hoods, some low voltage track lighting etc., but otherwise try switching to LED as you replace household bulbs
Look for bulbs from a reliable manufacturer, big names like Phillips, GE, Halo and Lutron, these may cost a bit more but offer better quality than unknown brands. If they offer a warranty, check to see if it applies only to the diode or if it covers the ballast/drivers as well.
Fixtures are rated for either dry, damp, or wet locations, the same goes for bulbs and it will lessen the lifespan of the bulb to put an indoor bulb in an outdoor fixture. In addition, be careful to read the label on your fixture or bulb to see if it's dimmable. CFL's and LED's can blink, buzz and have a shorter lifespan if they are installed on an older incandescent only dimmer. We recommend changing your dimmers to a Lutron brand "CL" type for all CFL's and LED's. Some specialty LED fixtures require an "ELV" dimmer which cost more because it is more effective at dimming LED's.
Over time switching your bulbs to LED is a great way to conserve energy as well as spend a bit less time changing bulbs, even making the swap in your most frequently used lights can have an impact.