Not in my experience. Seems to last about the same for me. Waiting for the LEDs to before affordable.
On a side note, funny how after people here changed to more energy efficient appliances, and bulbs, that the electric company had to raise their rates, because they weren't making enough money. So we end up paying the same or more anyways.
Probably varies on the quality of the bulb, which is also true of incandescents. I use to change my outdoor lighting (which always stay on) 4-6 times per year, but since I switched to CFL I've had some last as many as two years and others as few as six months.
Last year I completed transitioning my house to an energy-efficient one. My motivation was purely cost, not environmental, and changes were gradually made when justified. For example, I found a great deal on three LCD HD TVs (two small and one large), which replaced three older tube styles I had inherited - two of which dated back to the 1980s. Not only did I want HD, but I wanted to replace my cable with a HTPC (home theater PC) system. I found a great deal on a HTPC that streams across my network, and within months it made for itself -it'll pay for the LCD HD TVs as well shortly.
Compared to since I began my "efficiency" project, my energy bills have dropped by about $40-60 per month, so I have to disagree with you. (Again, my motivation was $$$, not environmental.) Much of my savings has come from new appliances, which was planned for several years. My washer & dryer were a Montgomery Wards set from the late 1970s and total energy hogs.