We use CFL and tube fluorescent lighting in our backpacker hostel, and have saved a great deal on money on electricity bills, since we switched over from incandescent bulbs. It is very important to dispose of these light bulbs and tubes properly though. We send them to a recycler when they are at the end of their life, and actually get paid for them, which makes it a worthwhile change.
I have found that they do last a lot longer than incandescent globes as well. Where we were getting maybe 3-4 months from the incandescent globes, we are getting approximately 2 years from the CFL and fluorescent tubes. For safety reasons they are left on all night.
I use LEDs and CFL at home, and have found no problem at all cooking under LED light.
I haven't had much experience with halogen lights in the home, but we do use halogen lights for our security lighting at work, and have had no problems at all with them.
As with all things, the technology will improve as the product becomes more popular, just as it has for so many products.
Any small changes that people make, will make a difference, and the more people that make the small changes, the bigger the difference to the planet.