I'm not convinced that using more efficient lighting will save us anything, other than the time needed to replace bulbs every year, or so. The CF and LED bulbs are a lot more expensive, but the payback takes years. As far as less electricity, I don't think we get a complete payback. At $45+ for a single LED bulb, if it really lasts 45 years longer (as the ad stated), maybe, but the problem isn't only with the bulb, a lot of the equation has to do with the power utilities.
It takes a certain amount of money to operate a power utility and if it's public, they want to pay stock dividends. If we use far less energy, they have to charge more per KWh in order to break even and we all know that their goal isn't to break even. The more we use, the less it costs, per unit.
However, running every available piece of electrical equipment strains the grid and it's already old and dilapidated, so this runs the risk of crashing it, or having brownouts.