It's no secret: the cheaper CFL's often burn out quickly. Sometimes even a batch of name-brand bulbs can be bad. I strongly recommend you buy only Energy Star-rated CFL's (look for the Energy Star label), or at least get bulbs that come with a warranty. Energy Star bulbs have to meet strict specs for lifespan, and they have to maintain 80% of the initial light output at 40% of their rated lifetime. (Energy Star)
In Consumer Reports' rigorous testing, after 3000 hours with frequent on-off cycling, most of their CFL's are still going strong, and the Energy Star bulbs are lasting longer than the non-ES bulbs.
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