Most people still throw away spent batteries & cellphones out with their regular trash, even though they contain far higher quantities of hazardous materials (and materials that should be recycled) than do the compact fluorescent bulbs.
That said, here's a good overview of how to handle compact fluorescent bulbs, how they should be used and cleaned up after (in excruciatingly complete, government lawyer approved, detail--grin), etc. ->
Urban Legends Reference Pages: CFL Mercury Light Bulbs