So far none of the Energy Efficient ones have failed. I have a mixture of incandescent and CFLs and am just starting to replace with LEDs for some places in the house.
Kitchen - LED spots in the ceiling. Master Bedroom sconces most recently and ceiling fixtures.
Rooms - CFL for floor lamps that stay on for hours.
Garage, bathroom, outside lights - Incandescent for places that are turned on and off due to quick visits.
Any place where lights are just turned on and off briefly get incandescent bulbs. At least for now. I'll likely replace with LED as I run out. Any place where the lights stay on for a while, like the living room or bedroom got the CFLs. I've been replacing the incandescent bulbs in the small fixtures with brighter LEDs so I can see, like in the MBR. Because the sconces are flush against the wall, there's a limit on how many watts you can put in the fixture. Some warning labels say this is due to the heat put off by the larger watt bulbs. So replacing with cooler and brighter LED bulbs let me brighten a room without the possibility of scorching the wall.