I've got a bunch of CFLs I bought back in 2006 that are still going strong. I've lost one. Some back of the envelope calculations would suggest it had 4000-5000 hours on it, which I guess is short of the 8000 hours claimed. These aren't overly fancy either: just GE brand 13W cheapies (receipt says $9.88+tax for a 6 pack) from Wal-Mart. I've got a 23W from Home Depot I got about a year ago that gets used for almost 8 hours a day essentially daily. That would be over 2500 hours already on that one. Still going fine. Also have some 23W GEs bought around the same time as the 13Ws also from Wal-Mart. Most probably have 500-1000 hours on them. They're also still working fine.
I've also had a couple of "100W equivalent" (and they were never that bright, I assure you) from Lowe's that literally lasted maybe 10 hours. There were, however, very cheap. OTOH, I have a cheap 23W from Lowe's that has been in my back porch fixture (outside, upside-down, and enclosed) for about 1.5 years and has been frequently left on 24/7 during that time. I'd estimate ~7200 hours on it. It still works fine, but, as when it was new, it does take a while to reach full brightness.
Clearly, there's a lot of variability, but if you're replacing your CFLs as often as you were replacing incandescent lamps, you've got crappy power, are buying crummy CFLs, or both.
The CFLs seem to work better (and this would make sense) in open fixtures where the power electronics in the base are oriented down and so not exposed to the heat. Typical table lamp setup. Many people report that they don't do nearly as well in recess cans where the heat gets trapped right up against the power electronics in the base. If you read the fine print, most of the lamps do warn that this may shorten the lifespan. You can buy ones specifically designed for it, and aside from the typical CFL "complaints" (color spectrum and warm up time, both of which are way better on the higher end lamps), I've not heard major complaints when using them in recess cans and similar.
LED lighting is mostly a diffusion problem with a secondary problem of cooling. It's not too terribly hard to make a LOT of light from an LED at this point. The issue is diffusing it so that it doesn't look like a spot lamp (since most people want to replace normal incandescents which are nearly isotropic radiators) and keeping them cool. LEDs are even less tolerant of high temperature than CFLs. Fortunately, they also put out a lot less heat, but the small temperature difference between the lamp and ambient can make cooling a challenge. That's why you see most LED designs are practically a giant heatsink with LEDs mounted in them.
As others have pointed out, a few tweaks to how we do lighting could help a lot. Indirect lighting is inherently diffusive, so you can build e.g. strips of mid-power LEDs for that, similar to what people have done for lighting using conventional fluorescent tubes in homes. Most lighting schemes are still designed around incandescent lamps as the only available technology. You can do some cool stuff with other lighting tech, but you have to break out of the box.
I think good LED light are really more of an optical problem than an electrical one at this point, but the race to the bottom is certainly highlighting how badly you can make an LED lamp if you want to save a buck or two. Quality power LEDs are still a bit expensive (but getting cheaper every day), and once you add decent optics, power electronics, and a heatsink, $30-50/lamp doesn't seem outrageous provided they do warranty it for the stated lifespan (and no crap about making you pay return shipping, etc.).