Energy saving light bulbs function in much the same way as a fluorescent tube and contain electronic components and a small amount of mercury (each just enough to cover the tip of a ballpoint pen) to deliver their overall energy benefit.
It's therefore much better not to put these lamps in the normal household waste bin at the end of life. A more environmentally friendly and responsible way of disposal is to ensure that the lamps are recycled at the end of their life and therefore separated from your normal household waste. Containers are available for these lamps at your local Household Waste Recycling Centre. The containers are returned to specialist companies for recycling.
More guidance on the use, safety and disposal of energy saving light bulbs is available from DEFRA.