All fluorescent and HID lamps lose output with age; some more than others, especially covered and reflector CFLs. 10% after 1000 hours for bare tubes and more and as they age, is considered normal in the lighting industry. Though the general public is usually not informed of this fact and will end up with less light than they thought they were buying if they follow the recommended conversion charts.
U.S. Department of Energy tested ENERGY STAR-labeled lamps and found that:
“In Cycle Four, 38% CFL samples failed to meet the requirement of lumen maintenance at 40% rated life, and the majority of covered lamps and reflector lamps failed this requirement with the exception of two models from a certain manufacturer.” 
In a 2008 Swedish consumer test, Philips, Osram and IKEAs bare tubes had lost a mean of 19% after 6000 hrs, Philips & Osram covered bulbs a mean of 25%, and Ikea bulbs 30-100% (= some didn’t last long enough to measure). 
And these are some of the best CFLs on the market. Lower end lamps can be expected to lose even more.
Update Dec 2009: Finally, some journalists are starting to actually read consumer and governmental tests instead of just mindlessly trusting the inflated propaganda from EU, Energy Star and Energy Saving Trust.
Just as I’ve been saying. Every lighting professional knows this and plans for it. And you don’t even have to check consumer tests: it’s right there in manufacturer catalogues (if you know what you’re looking for) and manufacturers won’t deny it if asked; they’re just not going to volunteer that information to the public if you don’t ask.
Update July 2012: There seems to have been some slight improvement in some of the best bulbs according to the latest Swedish consumer tests, but still ‘stick’ type CFLs lost a mean of 16-24% (= mean 15%) after 5 000 hours, ‘spiral’ models 18-21% (mean 14%), and ‘bulb’ models as much as 15-30% (mean 23%). And this is under controlled lab conditions where lamps won’t overheat or get switched on-and-off more often than the recommended 15 minutes minimal burning time, as they might during home use.
Compare that to a mean of just 6% light loss in incandescent lamps, according to earlier tests – which won’t even be noticeable as they will get replaced sooner, whereas CFLs will just keep getting dimmer and dimmer with age.