CF's are definately still young enough that all bulbs are not equal. As others noted, try to buy the slightly more expensive versions. A good CF is usually about $3 or $4. Avoid the multi-packs available at discount stores. They usually have awful color and absurdly long warm up times. Buy from a store that has a good return policy.. if the bulbs suck, return them.
Avoid using CFs in areas where the bulbs will only be needed for a short time and where immediate light is required (Hallways, stairs). Good CF bulbs still have a warm up time, but they reach about 70% instantly, and 100% within about 5-30seconds.
If you replace no other bulb, swap out your porch light.
I've had mixed luck with Home Depot bulbs, (they have an in store brand). The GE bulbs from Lowe's are great, especially the new "daylight" series bulbs.
The other recommendation is look at replacing the fixture with an actual flourescent fixture. These days you can get fixtures that are CF, but the electronics are in the fixture instead of the bulb base. Since the electronics are only purchased once, they are generally better quality, and the fixtures are brighter and have faster start times. Selection is still pretty limited, but its worth it where ever possible. (Home depot has a $19 14watt CF dusk to dawn outdoor porch light that works great and puts out an incredible amount of light.)
