Our house was built in 1995, and we lost exactly one recessed incandescent flood out of 24 in 18 years. In the last 18 months we've lost 5 of 20 CFLs. Four are still incandescent because those areas actually needed light, and, e.g., "equivalent to 100W" really means "almost equivalent to 50W" thanks to the usual practice of industry-written standards and regulations.
It's not costing us much directly because the bulbs are almost free after local electric company rebates at Costco (and those 0 lumen bulbs don't draw much wattage) but the $250 electric bill doesn't pay itself (nor does it ever seem to pay for added capacity). Thus, as invariably happens in the USA, mock-capitalists have purchased the rights to game the system and get rich off of what started out as a noble (or at least equitable) idea.
I built out the basement with real fluorescents (some commercial, some European (i.e., non-compact residential types)), and, despite being much older technology, their average life has been much better - far exceeding the advertised 20,000 hours for always-on fixtures, and at least equaling it for those turned on/off several times a day (roughly relative to the quality of the ballast).
Pointless anecdote: A frostless incandescent bulb in almost daily use near the basement coal chute in the house my father was born in outlived his 75 years by at least 5 on each end, and was still working when the house was sold.