Thie nice thing about CFLs is that even if they are thrown into a landfill after failure, the net mercury released into the environment is still lower than if a traditional incadescent. The murcury produced by coal-burning powerplants over the life-span of an incandescent is greater than the mercury in a CFL.

If they are properly recycled, even better. My local IKEA and Staples have a bin for old CFL recycling.