In the good old days there were incandescent bulbs and fluorescent fixtures with magnetic ballasts, and both seemed to have "graceful" failure modes in the vast majority of cases. By graceful, I mean a simple transition to an open circuit with no damage to the fixture or anything else close by. We regularly left an incandescent lamp or two on for a week or more when we traveled, to make it look like someone was home. Over the last twenty years I've almost completely switched to CFL bulbs, and of the six or seven that have gone dark (not counting the ones I broke knocking a lamp over trying to reach the alarm clock :-)) four of them died by emitting flames and smoke and one by emitting just smoke (I was right next to that one so got it off within seconds, or maybe it would have progressed to flames too?). First time was about 15 years ago, when I was sitting at my computer and heard a noise behind me and saw flames about 6-8 inches tall rising from the top of a lampshade. A year later another bulb did the same thing. The most recent one was last month. Only two or three CFL bulbs have failed by just going dark while lit or not turning on. I'm all for saving energy but I will not ever leave a CFL turned on when I leave the house for more than a couple of minutes, even just to go work in the yard. I rarely experience power flickers or failure and have never lost an appliance or surge suppressed power strip (knock on wood :-)). I've recently replaced a couple of CFLs with LED bulbs and so far am happy with them output-wise but I have no idea what excitement their eventual failure will bring.
So, is there any kind of bulb you would leave on with no one home? Am I just unlucky or is this the new normal?