The energy saving bulbs contain mercury which is harmful for health.
The amount of mercury that an energy saving lamp contains is less than 5mg (in modern light bulbs). That is negligible compared to the amount than a thermometer contain. If a bulb break (and there is no break every day) there is no reason to panic. Collect carefully with a cloth or gloves (never with bare hands or a vacuum cleaner), and ventilate the place.Collect the pieces and shut them all in a airtight bag. Place the bag in the recycle bin for lamps.
Besides using economy bulbs reduce energy consumption which means energy production. So less coal (used in Greece for energy production) by the combustion of coal is released into the environment,large quantity of mercury.