If you're still using only incandescent light bulbs in your home, you should really consider at least trying compact fluorescent or LED light bulbs. CFLs these days are very reasonably priced, so it's no longer such a large investment to change out a lot of lamps. LED light bulb pricing on the other hand is still a bit on the ridiculous side, so I haven't yet tried LED lamps.
Compact fluorescent light bulbs have gotten some bad rap, but the downfalls are greatly exaggerated. Mercury content is mentioned so often that everyone knows about it, but it's usually only a cursory knowledge. Contemporary compact fluorescent light bulbs contain no more than 5mg of mercury dust. 5mg of mercury is not harmful by itself. What you need to know about mercury is that it is dangerous at high levels of accumulation, but low levels are not harmful. The danger arises only if you are constantly subjected to high doses (vastly larger amounts than 5mg) day after day.
The bottom line about mercury content in CFLs is that if you're not breaking a hundred bulbs a year, you'll be fine. You should definitely take care if a compact fluorescent breaks in your home, and follow EPA guidelines, but you there is no reason for panic if a CFL breaks. There are more points people use to naysay compact fluorescents, but the positives outweigh them.
New compact fluorescent light bulbs are engineered to start instantly, with a greatly reduced time to full brightness. It's barely noticeable, especially if you use CFLs on a regular basis. I use them in every fixture in my home, and I would never go back to incandescent light bulbs. Cold weather is no problem with cold-cathode compact fluorescents. They'll start instantly in degrees as low as -10 F, and they're not really any more expensive than standard CFLs!
If you haven't tried energy efficient light bulbs yet, try compact fluorescents. They're available for every application, from yellow-warm 2700K bulbs to bright glorious daylight 6500K bulbs.
Dimmable compact fluorescent light bulbs have been engineered to work the same as incandescents. All of this for less cost than the bulbs you have to replace every week or month.