1) mercury (and other heavy metal) content
2) not made in US (shipping offsets power savings)
3) pollution much higher in manufacturing over incandescent.
That's just off the top of my head at work. I've looked at more than just my power bill. We would save a lot more of the environment by streamlining power generation and transport in the US and Europe than changing every light bulb to LED or CFL. At least LEDs don't damage the environment when they're disposed of.
The biggest problem with our power system is the fact that many of our methods of generating power are so terrible for the environment. I live in WA state, and power is cheap and very clean here.
If you have a different opinion than me, I love an honest debate. Being a dick, on the other hand, is not necessary. And, it erodes your point.