No they are not interchangeable, unless specifically designed for that.

A MOGUL BASE socket needs a ballast. Usually they are built in specifically for the light type on the Full Spectrum CFL's. You will need to find the specific type for HPS or MH.

Cant help you there, an electrician I am not.

But NO, do not attempt to burn a MH bulb in an HPS socket or vice versa.

Now, I have not tried it myself, but all the directions to my light shit had big red arrows all over the place warning me not to do that.

And when I read about the hot, flaming projectiles that would come at me in the event of an explosion, I decided not to try it either.

And no, your costs to build a socket to run an HPS or MH will not be $5 - $7 RANGED as well. Thats just for the socket.

You still need the ballasts.