According to Wikipedia - The UV radiation received from CFLs is too small to contribute to skin cancer and the use of double-envelope CFL lamps "largely or entirely" mitigates any other risks (More info on Energy-Saving Lamps &Â*Health)
Answering to your direct question - all my house lamps are CFL and no, neither me nor anybody from family never had any side effects (using CFL's for 8 years)
Why do you think CFL's should have side effects?
Because after installing some CFL's in place of existing lamps in my front room, then sitting down to watch some TV in the evening. My skin felt tight dry and was red, i.e. the exact symptoms of sunburn, the symptoms went away a few days later much like sunburn.
Just wondering if other people have had a similar experience.
Interesting... Are you sure that there were no other factors for skin irritation (like allergens, exposure to chemicals etc.?) Did symptoms went away with CFL's still in place?