The quality and brightness of the light just don't compare with those of incandescent bulbs, so you're less likely to put CFLs in your most heavily used fixtures, where the savings would add up most. LED bulbs, on the other hand, don't require any compromise. So whenever a bulb blows in a high-use location, resolve to spring for an LED replacement (about $10 for a good one) that could pay for itself within a year.
The payoff: By the time you've replaced twenty 75-watt incandescents, you'll have reduced your annual electricity bill by at least $325.