If you're talking about envirolite's then you need a special socket (E 40) which you can get from a hydro store or from ebay, (if you look in the lighting or lighting accessories page of an online hydro store you'll find them) you can get them prewired with a plug on them, I'm not sure if you can get the components to build one at general hardware shops tho.

If you're talking about regular energy saving cfl's that you'd use around the home then just a normal socket, wire and plug can be purchased from pretty much any hardware shop.