I just stumbled on this link with the story of a man who dropped a too hot CFL globe lamp and could not avoid stepping on the mercury-contaminated glass as he stepped off the chair.
This “smaller than a ball point pen” amont of mercury, which CFL proponents try to dismiss as negligible and totally harmless, rotted away the man’s foot down to the bare bone!
(Warning! Very graphic pictures in the link so open at your own risk!)
This could happen to you or your children or pets if a CFL was knocked over or dropped and accidentally stepped on.
Update 2014: It may have been the phosphor powder from the inside of the CFL tube which caused the foot to rot, as phosphor stops the blood from coagualting and the would from healing, in combination with the toxic mercury.