for a typical ceiling pendant, 100Watts in old incandescent bulbs; table lamp 60W, bedside lamp 40W
In energy-saving lamps, divide all those figures by 4 to 5.
So a pendant lamp, 24W will be nice and bright, 20W or 18W will not be as bright.
12W or 15W for the table lamp; 8W or 10W for the bedside.
For the pendant lamp intended to light a room, look for a light output in the region of 1400 lumens. Some people will argue that it's not as simple as just measuring the light output, but I say it is.
Some people whinge that energy saving lamps are dim. This is because the early adverts for CFLs encouraged people to use an 18W CFL to replace a 100W incandescent. Possibly because 18W was (long time ago) the brightest CFL you could then get, or maybe it was a ploy to save more electricity and push the energy-saving message. Modern ones also light quicker than the originals used to. Supermarket brands are good value. Osram and Ikea branded lamps are good quality.
If the lamp is exposed, look for one with a pearl or opal bulb shape. This is just an ornamental cover, but it reduces dazzle and softens shadows, and looks better in lights where you can see it. It also means you are very unlikely to break the fluorescent tube inside, even if you drop it. The ones with exposed tubes, spirals or sticks do not look so good.
CFLs are still a lot cheaper than LEDs, and save the same energy. The next generation of LEDs will be with us within a year, and will be noticeably more energy-efficient.