CFLs use up to 75% less energy than regular bulbs and last 12 times longer. Each bulb costs about $3.00, I've found them less than that. If you used a bulb for about four hours day in NYS, the bulb would save about $1 in energy costs per month. Payback would be in about 3 months. In Nebraska the payback would be just over 7 months. It depends on the cost of your electricity. I've replaced all the bulbs in our house that we use on a regular basis with CFBs.
Oh, a bonus tip. Change your furnace filter after every 3 months of use.