If comparing different lighting sources, you will find great different in efficiency, electricity cost and replacement cost. Switching to a more energy efficient lighting source will give you economic benefits which contribute a lot to sustainability.

Efficient

In terms of efficiency, different lighting sources has great difference.
Incandescent bulb produces light by heating a metal filament wire to high temperature until it glows. At this process, 90% of their energy is release as heat, light is just a by-product.
In a CFL an electric current is driven through a tube containing gases. This reaction produces ultraviolet light that gets transformed into visible light by the fluorescent coating( called phosphor) on the inside of the tube. It releases about 80% of its energy as heat.
To LEDs, the movement of electrons through a semiconductor material illuminates the tin light source we call LEDs. A small amount of heat is released backwards into a heat sink, in a well-designed product. So LEDs are basically cool to touch.