I usually call it "one of those twisty light bulbs."
If I wanted to call it somehing more formal, I'd call it a CFL bulb.
I wouldn't call it just a fluorescent bulb -- even though I guess it is, I think of those as the big commercial lights in large spaces. Right or wrong (and I know it's wrong) that's what I think of.
Consumers will call these bulbs. To us (not in the industry) a lamp is the thing you screw this thing into.