I'm using the EcoSmart/n:Vision/Commercial Electric (all three are the same bulb/model #, with a new name every few years) from the big orange store. They are relatively inexpensive, instant on, and have shorter dimensions than most others which makes them better for retrofits. I use a mix of 40W and 60W equivalents in bathrooms. About the only negative I've noticed is that once in awhile one will have a noisy hum that I can hear and I'll pull that bulb. But that is just a couple out of many dozens.
I agree that some brands may have ballasts that can better handle the increased heat in an inclosed fixture, however I tried two different brands and both failed in a short time in my enclosed fixtures. My solution was to swap out the fixtures for some open ones and I have not had a lamp failure in those locations since. Maybe I should try again. What brand CFLs are you using? Since swapping out the fixtures I have discovered that you can buy CFLs made specifically for enclosed fixtures. However I'd rather not pay the price premium for those bulbs if there is something that works that I can get locally.
Could be, but I haven't noticed any short cycling problems with the CFL's I've used so far. In fact I've noticed more problems with incandescents in that regards. Nearly all incandescent filament failures occurred when I flipped the switch on rather than later in operation. This was particularly true when the bulb was outdoors or in a cold house. With incandescents the thermal cycling seems a likely culprit. The filament is going to have a vapor pressure (however small) and will lose a little mass to be deposited on the glass each time it cycles on/off.
I think its the short cycling that is killing them in the bathroom. The CFLs in the bathroom last for years (usually) before failing, so I'm not saying they fail right after I install them, but on the same switch I have incandescent bulbs that last just as long or longer.