I thought places that sold CFLs often take them back for recycling, so... Home Depot, Lowe's, Ikea... Like Best Buy will take back old batteries. If there's one of these stores closer to you than the local hazmat collection center, that might be more convenient.
Here's another link about CFL and mercury cleanup (and a reassurance that a hazmat crew is not needed...though plenty of ventilation is key):
http://www.snopes.com/medical/toxins/cfl.asp
We just stockpile our toxic trash in a box and make it a once-a-year errand or so to get them dropped off at the right places. Speaking of toxic, my understanding was that incandescent bulbs weren't -safe-...that they contain a bit of lead. It's really about what works for your family, I think... even after the legislation is passed, do you really think incandescent bulbs will vanish from the marketplace?

I think as long as there is a demand, SOMEONE will make and find a way to sell them, even if it's out of the back of a truck!

Also, a note to everyone whose light bulbs --- incandescent, LCD, or CFL --- burn out much more quickly than they are rated, it could be a wiring problem with your home (or the fixtures). Apparently, this is much more common than we would think. It may cost a bundle to have an electrician fix the problem, but it could save you years of hassle and expense if it is the issue.
http://en.wikipedia.org/wiki/Overvoltage
It can be temporary or permanent. There's a few other advice pages about it out there...might be worth some Googling for those of you with issues.
We use CFLs in some areas of our home... the outdoor lighting. Hard-to-reach areas (because they do last longer for us). I actually -like- how some take a few seconds to warm up, because it's not as shocking in the dark to turn on an instiantly bright light. For the quick on-off spots (closets and hallways), we're using up our incandescents and saving up to replace those with LEDs. We don't use them often enough for them to make an impact on our monthly bill.