Broken light bulbs can be harmful. Do not vacuum; pick up broken shards with a damp cloth. Wrap carefully and dispose of cloth and bulb fragments.
This Stuff article says "12 per cent of New Zealand's energy consumption was in lighting ..." A good reason to consider lower-energy lighting options! The electricity used over the lifetime of a single incandescent bulb costs 5 to 10 times the original purchase price of the bulb itself.
"If every New Zealand household installed LED lighting, we'd avoid 82,000 tonnes of greenhouse gas emissions every year - the emissions of almost 34,000 petrol cars." Check out other interesting information and hints with GEN LESS.
Here's a great article from the Intentionally Sustainable people describing the different kinds of light bulbs available and their pros and cons.
Also see energy efficient light bulb and fluorescent light.
Reduce light bulb purchases by:
All types of lightbulbs - EFLs (LED, CFL and halogen light bulbs) and fluorescent tubes are collected at Mitre 10 MEGA for recycling.
Broken light bulbs should be wrapped carefully if going in waste to landfill.