I have already had to replace several cfls, way ahead of their promised/scheduled demise, I'm not sure why. The last one that died began to burn up at the base, and could have started a fire if it had been near anything flammable.
Re: incandescents: the resistance of a cold filament is much less than that of a hot one. This is why there is a big surge when turning them on. Unfortunately, most dimmers use "chopping" technology rather than resistance, so that the filament is subjected to many brief hurtful surges, rather that a true slow ramp-up of current. Presumably the thermal inertia of the filament keeps it from overheating enough to outgas significantly, and its temperature should increase slowly enough to prevent some amount damage if the dimmer is turned up slowly. I have lots of bulbs high up in my cathedral ceiling so I have an interest in not having to replace them frequently. I also like cfls because they save lots of energy (read money), but only if they last as they should.
I think we need better dimmers, as well as better bulbs.