LED's are dimmable now, if you get the really good ones:
http://www.ccrane.com/lights/led-light-bulbs/index .aspx - the only issue is that the array of LED's that fit into a standard light socket still only put out a minimal 60 lumens. A standard, 60 watt incandescent bulb puts out over 900 lumens. Really big difference.
The benefits of course being that the LED's don't "ever" burn out. 10,000 hours of use is a LONG time in the lifespan of bulbs.
So the right answer is to use a mix of LED's for the dimmer switched areas & have a lamp or two with CFL for the times you need really bright, focused light.
I estimated my house's requirements to replace every bulb with this kind of mix - Well over $4,000. Sigh - it's going to be a long slow process. Once LED's really come down in price and visual appeal - we'll see a real difference.