I use halogen work lamps with the safety glass removed for "extreme zone heating". Not only do I get more than enough heat, I don't need to turn on any room lighting.
Another extreme zone heating strategy I just recently implemented is placing a three-headed floor lamp right next to the toilet, with the bottom two fixtures containing 75w "heat lamp bulbs" which are marketed as party lamps but appear to be identical in every way to heat lamp bulbs except for the low wattage. The idea was that since heat wants to rise, why in the world would I want my heat lamp in or near the ceiling??? Anyway, the little bulbs put out a pleasant heat for that zone and of course, I can also leave the room lights off.
CFLs in very cold rooms (45 deg. F) take many minutes to "crank up". Oftentimes I'm in-n-outta the room before the stupid CFL knows I'm there. Thus, in several fixtures I've reverted back to
superior (for the application) incandescent. I do like CFLs in rooms where the lighting tends to be on for longer periods, like the kitchen.