I see the CFL = Mercury thing all the time and frankly it's avoiding the fact that the power savings from replacing an Incandescent with a CFL mean you take less power, burn less coal and release less mercury into the air.
Here's the math:
Take a 100w bulb and replace it with a 17W CFL - average lifetime of a CFL is about 10,000 hours. So that 83w power difference over 10,000 hours is 3 gigajoules. Coal power content is about 33 megajoules per kilogram - so that works out to about 90kilograms of coal over the lifetime of the bulb. Mercury content varies but about 10 parts/million is a reasonable average - so that pile of coal will contain about 900 miligrams of mercury. CFL's contain about 5milligrams (although there are 'eco friendly' bulbs that contain less than a milligram.
Now, there are other factors, firstly the fuel cycle of power plants isn't 100% so the amount of coal will be higher, on the other hand, in the US only about 50% of the electrical power comes from coal.
Regardless - Incandescents are *worse* in terms of mercury pollution, and anyone telling you otherwise is either misinformed or lying.