The Volokh Conspiracy relays a story about the proper procedure for cleaning up a broken compact fluorescent light bulb:
If a bulb breaks, get children and pets out of the room. Ventilate the room. Never use a vacuum — even on a rug — to clean up a compact fluorescent light. Instead, while wearing rubber gloves, use stiff paper such as index cards and tape to pick up pieces, then wipe the area with a wet wipe or damp paper towel. If there are young children or pregnant woman in the house, consider cutting out the piece of carpet where the bulb broke. Use a glass jar with a screw top to contain the shards and clean-up debris.
Step six: burn your house to the ground and move far, far away.
I’m very close to just going to Sam’s Club and buying a couple of palettes of incandescent bulbs so I’ll still be able to light my house when they’re finally outlawed. Because there is no way I’m going to mess with a bulb that could potentially turn my house into a Superfund site.