According to Treehugger, the UK's Environment Agency is planning to put warning labels on CFL packaging regarding safe disposal and what to do should a bulb break.
We often find ourselves agreeing with the people at Treehugger -- their take on CFLs and the CFL safety debate is no exception.
In a nutshell: CFLs should be disposed of properly and care should be taken when cleaning up after one breaks; however, these precautionary warnings shouldn't stop anyone from replacing their incandescents with CFLs.
As Treehugger explains: The benefits of CFLs outweigh the negatives in the long run.
Have you ever broken a CFL? How did you clean up afterwards?