Years ago I had a GE Circlite (forerunner of the CFLs, sort of) whose ballast overheated when the bulb finally wore out. Nasty electrical smoke -- the smell is distinctive. No damage to the house, but years later I'm still cautious about putting CFLs in any kind of enclosure that would concentrate heat.

That said, I use them most everywhere, except for a handful of LED bulbs. My CFLs light up at -25C, though as others said, it takes a little time for full output.