I use the compact flourescents in my coops. (well, pretty much everywhere, I think I may have one lone incandescent bulb here on the farm...)
They don't put out heat much, but I installed light fixtures that have a plug in on the side - so I put in a heat lamp when needed and hang it from a hook in the ceiling. This saves me having to change out bulbs so often, too (switching from light to heat) so it saves them from being burned out so quickly.
So, if I want heat at night (but no light) I plug in the heat lamp with a red bulb, and pull the chain on the light bulb to turn off the light but leave power to the fixture.
I'm in KY, so we don't get below 0 hardly ever, so I don't know how well the compact flourescents would do in colder weather, but I've never had a problem here, yet.
Oh, also, I noticed when I had incandescent bulbs in, the heat from them caused more condensation on the bulbs (fire hazzard?) but the flourescents don't cause as much condensation.
I had to go with the compact flourescents - I have a barn (probably 8 or 10 bulbs in there) and four chicken coops (probably 5 bulbs total in those) - the cost was too much not to go with a "cheaper to use" bulb.
meri