"Compact Fluorescent Lamps (CFLs) contain small quantities of mercury and emit ultraviolet light which can, under certain circumstances, have a negative impact on people suffering from diseases accompanied by light sensitivity. However analysis shows that these two factors do not present a risk to the general public in normal use."But there is an immediate risk to all users, especially children and pregnant women, if lamps are broken and mercury escapes into the air and is inhaled (since mercury vapourises at room temperature). Swedish environmental expert Minna Gillberg says all CFL bulbs should be marked with a skull-&-bones label to increase awareness of toxic risk. 
Although the risk of breaking a CFL at home is probably not overwhelmingly huge if people are informed of the risk and take care not to place them in luminaires that are easily knocked over, and the amount of mercury each bulb contains usually is minute and decreasing with age, even small amounts of mercury vapour may be harmful to inhale, especially for children, pregnant women and sensitive people. Therefore various national health protection agencies have issued safety instructions in case of CFL (or mercury thermometer) breakage. [2, 3, 4]
If you're lucky enough to be a U.S. citizen, you can always order a Philips Spill-kit for only $100.00... ;-)
"Offers Customers the tools to handle the clean up of broken mercury containing lamps. The materials may be placed in a sealed plastic bag and sent to EPSI in the standard EPSI-PAK lamp recycle box. Kit includes a pail containing training video, safety data sheets, instructions, guidelines for clean-up, mercury chemical information, gloves, scraper, brush, pan, dust mask, safety goggles, sponge pads, plastic sealable bags and large plastic bags."The European Commission, however, continues to defend the CFL despite its mercury content, using one of the oldest CFL lobby arguments in the book:
"Indeed the decrease of mercury emissions resulting from energy savings (electricity generation in power plants has its own mercury emissions) outweighs the need for mercury in the lamps."That someone in the 1990s came up with the idea to blame powerplant emissions on the lightbulb in order to get around the uncomfortable fact that FL and CFL contain mercury, is not as surprising as the fact that so many keep regurgitating this argument without ever stopping to consider the blatant flaws in it!
One eloquent exception is Dr Peter Thornes:
"This is based on North American studies, crucially making various assumptions:Update June 4: According to EuroStat, the EU share of coal used to produce electricity has decreased from 39% 1991 to 29% 2006, though varying widely between different countries .
"1. That most power is derived from coal. It is about 1/3 in the UK, for example, 1/5 in Ireland, and of course substantially less (and decreasing) in many countries. As an example, the US Government EPA 2002 5-year comparison diagram, variations of which are often used by ban proponents, assumes all power comes from coal, concluding that in such situations CFLs are better."
"2. That emissions remains at the fixed levels. Power station mercury release has for a long time been treatable by using wet scrubbers (chemical, not human, I hasten to add), in combination with recently cheaper and more effective injection and photochemical techniques."
"If and where power station mercury release is a problem, ecological warriors might want to do something about it, rather than just use it as an excuse to ban light bulbs. In a nutshell:
"1. What comes out of ever decreasing coal power stations chimneys can be dealt with: we know where the problem sources are and we can treat them
with ever increasing efficiency at lower costs.
"2. Compare that with scattered broken lights on all the dump sites, we do
not know where the broken lights are, and we can't do anything about them." 
CFL mercury may also constitute a health hazard if thrown away with household garbage or in glass recycling containers:
"'The problem with the bulbs is that they'll break before they get to the landfill. They'll break in containers, or they'll break in a dumpster or they'll break in the trucks. Workers may be exposed to very high levels of mercury when that happens,' says John Skinner, executive director of the Solid Waste Association of North America, the trade group for the people who handle trash and recycling. Skinner says when bulbs break near homes, they can contaminate the soil." The EU Technical Briefing continues:
"The impact of both elements can be further reduced by using CFLs with an outer non-breakable lamp envelope."Unless the lighting industry is willing to add more cost to the CFL by putting a teflon-coated unbreakable glass around all CFLs produced, and EU willing to put an immediate ban on all other CFLs sold, this suggestion is pure fantasy and cannot be used as argument for the breakable CFLs on the market today!
* Also note that there are both automated and non-automated factories in China. In the small, non-automated factories, workers distribute the mercury and phosphors into each CFL by hand! Besides the risk of easily exceeding the specified limits, mercury vapourises at room temperature  and Chinese factories are not exactly known for issuing protective gear to factory workers. How 'green' is it to poison Chinese labourers and create more toxic waste?
* Not to mention other developing countries where recycling comes very low down on poor people's list of priorities. India's lighting industry, for example, already uses 56 tons of mercury per year. If they are forced to increase the use of FL/CFL from current 10% to 100%, that will be 560 tons! 
This is truly alarming, considering the fact that one teaspoon of mercury is enough to poison a medium-sized lake!
Once you've opened Pandora's box and let the mercury out, there is no way of putting it back in again; it will just keep circulating and climb its way up the food chain. Thus, focus should be on the direct sources of mercury: fluorescent light and fossil fuels. Stop mercury emissions it at the source before its too late!
In my opinion, only FL tubes, CFLs and HID lights used professionally should be exempt from the EU mercury ban, as most factories, offices and shops already have well established routines for recycling tubes and lamps correctly and especially linear fluorescent tubes tend to be returned as they don't fit in standard trash cans. To put such a burden on private individuals - who usually already have enough to worry about without needing the extra hassle of safely disposing burned-out bulbs for recycling - can certainly not be called a wise and responsible decision.
1. Nyhetskanalen: "Expert varnar för lågenergilampor"
2. U.S. NPA: Mercury - Spills, Disposal and Site Cleanup
3. U.K Health Protection Agency: Fact sheet on mercury and CFLs
4. Swedish Chemical Inspection Agency: Kvicksilver i lågenergilampor och lysrör
5. New Electric Politics - Environment
6. Eurostat: Panorama of Energy 2006
7. "CFL Bulbs Have One Hitch: Toxic Mercury"
8. Mercury Waste Solutions
9. "Think before you make the switch to CFL!"