At our house, we have slowly been making the switch from regular lightbulbs to flourescent. They are not cheap!
If you are an Ameren IL customer, you can purchase flourescent bulbs via mail with prices beginning at $1 each. Shipping is pretty reasonable--$5.00 or orders of less than $20 and $7.00 on orders of more than $20.
If you're not an Ameren customer, there is a handy list of retail stores offering discounted prices on ENERGY STAR flourescent bulbs. Use your coupons, too!