A friend tipped me about this blog post by Donald Melanson on a study performed LEDs and compact fluorescent lights. I am not surprised.
In my original post I also forgot to mention two other things:
Regular bulbs generate heat, lots of heat in fact. When lighting no longer generates the same amount of heat that need for heating is transferred elsewhere. So whatever heating source one is using, it will consume more energy to compensate for the reduced heating generated by replacing 'energy inefficient' light bulbs with alternative lighting.
The other thing I forgot to mention is that when you need to open the windows for 20-30 minutes in a country like Sweden during the winter season to get rid of(?) the toxic mercury gas from a broken hot low energy light, warming up the room again to normal temperature will consume a lot more energy for that one time re-heating than the low energy light has saved.