LED bulbs are great, but they're not a panacea. Between solar power, cheap local rates, and living in the midwest where incandescents provide useful heat during the winter (and summer light lasts past 9PM so lights aren't really needed), I can't make LEDs pencil out.
Many people can, and more power to you!
But finances aside, there are some serious issues that (most) LED replacements currently have. Their switch-mode power supplies have difficulty starting in cold temps. I've watched our neighbors go through 5? 6? sets of replacement bulbs because they simply strobe in 0F weather. I tried a few brands myself and finally found one that works for our outside lights.
They are terrible RF emitters, blasting noise out onto the EM spectrum and messing with my radio reception (and digital OTA TV if bad enough).
The LED chips themselves are rated for 25k or 50k hours, but the assembly itself often doesn't last longer than a good quality incandescent because of cheap capacitors rated to 105C. And when they do fail, the company is happy to cough up a free replacement. Great, now I'm responsible for the production of 2 LED units from some factory in China, oceanic transport, and disposal of the 'bad' one when my old incandescent I replaced was working just fine.*
Dimming. I love my dimmers, have them all over. I bring my kitchen halogens down at night and it looks/feels great. Color-shifting 'smart' bulbs are getting there, but you will always have a minimum v-cutoff and PWM noise. For that matter, I can't find a good 40W LED replacement to run at line voltage. They are ALL too bright. I finally gave up.
Reliability: A filament. That's it. No PCB, no solder joint fatigue, no Chinese cap failure or switch-mode ICs.
Safety: Many of these LED units should have a legitimate warning of 'burn base down only" but since they don't, they end up in can fixtures. Now the LED chip heat sink that's rejecting power is directly heating the PCB mounted above it. The components literally cook until 'something gives'. I took a failed unit apart recently that suffered this fate and it was blatantly obvious that the designers knew this was going to fail. They all were. The black scorch marks were not endearing, either.
Cost: Four US incandescents for $1. How can LEDs compete with that? They can't, and so the parts quality and the manufacturing quality suffer to try to get these as cheaply made as possible. Then it's a race to the bottom as the competition is doing the same thing. How many RFI parts can you cut before somebody notices? EU-bulbs? They've got rules. AFAIK, the FCC here in the US isn't too concerned.
Environmental Impact: An incandescent bulb is 100% recyclable. It's glass and some metal. An LED unit, OTOH, is technically electronic waste. You've got multiple types of plastic, adhesives, FR4 boards and misc passive components. The manufacturing footprint is larger, as is the transportation component. But hey, it uses less electricity, right? So we can pat ourselves on the back and try to not think about how they ended up on the shelf at the local Walmart.
To summarize:
Cold Weather Starting: +1 Incandescent
EMC Compatibility: +1 Incandescent
Dimming: +1 Incandescent
Life: +1 Incandescent
Reliability: +1 Incandescent
Safety: +1 Incandescent
Cost: +1 Incandescent
Environmental Impact: +1 Incandescent
Energy Usage in Application: +1 LED
I won't even get into those that collect incandescents, or use them as electrical loads for soft-starting old electronics, or using them to balance PV panels, or 100+ other uses where you can't use an LED bulb.
*Sunbeam brand incandescents and other Chinese-made house brands should be binned. Total crap. When you get 10 to a box you should figure something is up.