I'd wait more than a week before using the 250w HID light. Wait until your plants have a decent root system...there is some shock when you switch to the big light. I know I've made that mistake--just thrown plants under an HPS and watched them stop growing for a week (or more). It happens. What CFLs have problems with is canopy penetration...which isn't a problem with small plants. CFLs are actually better for small plants, IMO. A 150w CFL will be plenty to take quite a few plants through the first couple of weeks.

Also--I agree about starting your light up a good 6 inches higher than you'll keep it, and lowering it a couple of inches a day for 2-3 days. Again, this will keep your plants from getting any sort of shock. Start your lights about 12-14" above the plants, and end up around 6-8" (or whatever seem to be working).