Umm, the gas in a CFL bulb is usually argon. If it's not Argon, it's one of the other noble gasses. The anode and cathode contain trace amounts of mercury, in a form that is unlikely to vaporize or detach from the lead. CFLs are the same construction as a standard flourescent bulb, except with the transformer and ballast in a small self-contained unit, rather than in the fixture itself. If properly disposed of (most retailers who carry CFL bulbs offer recycling of said bulbs as part of the purchase cost), the mercury in the bulbs can be re-used. There is very little danger of inhalation of enough mercury (even though it contains some vaporized mercury) to cause any lasting damage to a person if they happen to inhale some of the contents.
If you are installing CFL bulbs inverted (such as in-ceiling lighting), you need to purchase bulbs rated for inverted installation. Standard CFL bulbs are designed to be installed upright or horizontal in a lamp or wall fixture, and as such are designed to allow for lower amounts of heat. If a standard bulb is installed in an inverted fixture, the ballast and transformer can overheat and fail prematurely.
