I've been switching over to CFLs since 2002. I used them in europe as well, but didn't bring those back with me. I'm mostly using GE.
I've only thrown one away so far, which failed due to sudden impact trauma when I decided to change light balances and stick a larger one in the bathroom.
I have bulbs upside down, sideways, and right side up. In the freezing garage as well.
I love not having to replace light bulbs. When I do replace the CFLs, I suppose I'll have to note the install date on them, like suggested elsewhere.
Anybody having premature failures, consistantly across brands/lots, might want to get their power checked out.