Experts advise people new to energy-efficient lighting to start by replacing the lights they use most often that are the brightest.
Buy an Energy Star bulb. The government stamp of approval is not just for energy efficiency, but is also an endorsement of quality.
Look for educational materials in stores. Many have displays showing the different "colors" of the light - from the warm white of an incandescent to brighter, cooler whites available in CFLs and LEDs.