I have the exact same problem with my ceiling fans that have dimmers built-in with a remote (not a wall switch). The only CFL that don't have the "Not for use with dimmers" on the box are 4x the price and of the larger size where I need the smaller (more popular now) ones to fit on the fan and I only found them once at Home Depot over a year ago. Only online now.

The second place where CFL don't work properly are on motion sensor switches. I put one in my kitchen so I don't have to fumble around for the switch at night, and it does work for the most part but sometimes it flashes like a strobe after turning off. The same thing happened when I replaced two of my flood lights with ones that have a normal brightness when motion is detected and a low light for otherwise (on sale :)). Same thing, blinking like a strobe light with CFL buibs.