Question about energy-saving light bulbs----ok to turn on/off quickly?

This may sound like a stupid question, but somewhere I heard that it draws more energy to turn one on for just a few seconds and then off again, if you're going to come back and turn it on a short time later............so, is it better to turn on and leave on for a while if the light will be needed again soon? ... show more This may sound like a stupid question, but somewhere I heard that it draws more energy to turn one on for just a few seconds and then off again, if you're going to come back and turn it on a short time later............so, is it better to turn on and leave on for a while if the light will be needed again soon? Our electricity costs are going up by 50% (!), so, in addition to long-standing environmental concerns, I've got a new motivation to minimize usage!
Update: Very helpful answers so far.......but I see by Don's response, below, that I might not have made myself clear (no pun intended!)------I AM talking about CF bulbs. Thanks!
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