I worked for an electric supplies wholesaler for a number of years and had extensive training in lighting.
One of the issues with a switch from incandescent to compact fluorescent lamps is that traditional light bulbs have been rated using the wrong units for a century. Watts are a unit of heat, not light output. The unit for light output is lumens. Efficiency is measured in lumens per watt (lum/W).
Under the old tungsten filament technology in plain old incandescent lamps, much higher heat output was necessary to get greater light output. Fluorescent lamps have much better lum/W efficiency, so a fluorescent lamp that produces only 14 W of heat produces about the same number of lumens as a 60 W incandescent. Your power usage is based on watts, by the way. The more wattage (heat) you can save, the more you save directly on your electric bill.
Compact fluorescents (CFs) can be slow to start in cool areas. Most are meant for use only indoors, not outdoors. In general, the ballast is not rated for starting the bulb reliably below 50 degrees F (10 deg C). However, a CF that's already on will usually stay on if the temperature drops below 50 F or if it does manage to start at the lower temperature. This is a common issue with fluorescent ballasts in general, not just those incorporated into CFs. Traditional fluorescents require ballasts rated for low temperatures to be able to start outdoors in cool weather.
Therefore, if your basement is cool year round, you have left the house unheated in cold weather for a while, or you are using a light in an unheated shed or other outbuilding, a CF in these spots will be slow to start—if it will start.
You can possibly get away with using a CF outdoors in a protected fixture if you leave it on 24/7 in cold weather. We do this here. You don't want the CF to get damp, obviously, but you do need to allow the heat it generates to dissipate. Use caution and stick with an incandescent lamp if in doubt.
My experience with all lamps is that you get what you pay for, and cheaper is not normally better. I tried the cheapie CFs from Wally's World too and had the same results as some of you report, so now I stick with GE or another known brand.
Most fluorescents, CFs or traditional, are not rated for use in a dimmer system. They can overheat, blow, or simply not function. I don't know why some of you were unable to get certain CFs to start with the dimmer at 100%, except that most dimmers today are electronic and perhaps they inject noise into the circuit or modify the AC waveform, interfering with the CF ballast.
Hope my ramblings help.