Today my oldest CF light bulb died. It was around 3 years old or so. Considering they are generally guaranteed to work for at least 5 years, I found this very strange. When I took it out to replace it, I was reading the writing on the base of the bulb, and there was a warning there. "Do not use in an enclosed recessed fixture". I didn't have it in a recessed fixture, but it was in an enclosed one. My guess is that they can be sensitive to the build up of heat, and the starter circuit eventually dies.

So, it pays to read the packaging carefully before purchasing your bulbs. I notice that some of the newer ones I have don't have that same warning. Time will tell whether or not the manufacturers have overcome that particular problem.