I have to disagree on the idea of not putting them in closets for 2 reasons. The first is that in my house, the closet is the light most likely to be left on and forgotten behind a closed closet door. The other one is that most fixtures these days are limited to 60W bulbs for heat and fire reasons. Since CFLs use a fraction of the wattage, and generate less than 1/3 of the heat, you can put a much brighter bulb in the fixture than you can with an incandescent. That's very helpful with closets in my house.
The first reason is indeed a good one...my former landlady was forever leaving closet lights on, for weeks at a time. But if you generally leave your closet light on for only a few minutes a day, it could take many years for a compact fluorescent to pay for itself--perhaps even longer than the bulb's life. However, a Croz points out, it's not just an economic decision: you may have other reasons to want to use CFLs in there.