You'll find a selection of compact fluorescent and full spectrum bulbs at:

Health food stores such as Healthway, Vitamin Shoppe and Whole Foods Market (see natural health)

Home Depot (see hardware stores)

Florescent bulbs use about 1/4 the electricity of incandescent bulbs. They last about 10 to 13 times longer than regular bulbs. They also generate a lot less heat, so they reduce the need for air conditioning in the summer. They contain small amounts of mercury so they shouldn't be disposed of with your regular trash. You can find a place to dispose of florescent bulbs here:

Ikea stores now accept used fluorescent bulbs for recycling. You can find locations here.

Even though fluorescents contain mercury, they put less mercury into the environment. That's because coal burning power plants emit mercury into the atmosphere. And since incandescent bulbs use so much more electricity, incandescents are worse in terms of mercury. Still, you want to dispose of fluorescent bulbs properly.

Full spectrum lighting is more like sunlight in color. These bulbs tend to create a sense of well being and be very important for people with seasonal affective disorder (SAD). More and more doctors offices and public buildings use these types of bulb. They are available as screw in bulbs and fluorescent tubes. this is a relatively new trend as a mass market product, so you'll find quality varies. Don't buy the first full spectrum bulb you find, but look for one that's good quality and will keep it's color balance over the life of the bulb.

High pressure sodium lighting is energy efficient and is primarily intended for outdoor use. The color output of these lights is really best used for security lighting.