There's mercury in the CFL bulbs. If you break one, you have to open the windows and leave the room for FIFTEEN MINUTES! Then, you have to clean it up (you can sweep it with a broom) and you put all the broken pieces in a plastic bag. Then you wipe up the area with a wet towel. You also put the towel in the plastic bag with the broken bulb.

Then you put the plastic bag of broken bulb pieces into ANOTHER plastic bag (ziplocs) and you can NOT put it out with the regular trash. You have to dispose of it at a toxic waste disposal company. Which means you have to pay to throw it away unless your town has a free toxic waste disposal site.

That's a lot of work to do when dealing with a bulb that's supposed to be a good for the environment.

I forgot to mention, you have to wear protective clothing (safety goggles, coveralls, gloves, and a dust mask)
Some states require you to use duct tape to pick up the smaller particles of glass before you wipe down the area with the damp cloth.

And then they want you to write "universal waste - broken CFL lightbulb" on the outside of the bags (oh, the bags have to be air tight)

Some states (Maine) require that you have a hazmat team come in and sanitize the area of mercury.