I am going to suspect that on a month-to-month basis, you're not going to just save a ton with LED vs CFL. They're going to be pretty similar in wattage. I doubt it makes a big difference to the electric bill.
That doesn't mean LEDs are not superior. CFL was a crappy transitional product. You certainly would do well to replace them with LEDs when they burn out. LEDs will, in theory, last a lot longer. But... since they really haven't been around 30 years, we shall see if lab conditions predicting 30 year life will actually pan out in the real world. I'm skeptical... but I suspect they'll still outlast CFL and most incandescent.
As to what is best... this is going to be all over the place. It will vary regionally and sales will make one deal seem like a steal... then it will dry up.
It will also differ by what type of bulb/fixture you are replacing. If we're talking a generic A19 bulb, the best I have found around my neck of the woods is WalMart's store brand. $2.50 for 40w equiv and $3.50 for 60w equiv. They're 15 year bulbs instead of the normal 30 year bulbs... so that may be part of the lower price.
I've also put in quite a few 6inch recessed lights. The ones I got were Commercial Electric CER6730AWH27 through Home Depot. It is a 2 pack for $30, so $15 each. My store has them but I CAN NEVER EVER FIND THEM. They'll have very similar looking bulbs: same brand, same wattage, same everything, but will be 2x the price. The only way I can find them is to go online and buy them in my store. They find them and package them up and I just pick them up at the order desk.