Step 6What Breaks?
First, of course, the tube itself can go bad, having leaked too much vacuum, or evaporated too much metal internally, they just stop working. When manufacturers quote you extreme lifetimes for CFL bulbs, this is the failure mode that they have in mind.
Unfortunately, a large number of CFLs seem to go bad in the ballast electronics. I've seen them smoke, emit bad odors, and even spark (scary, given the probably flammability of lamp shades.) I've taken them apart and seen obviously burnt components. I'd like to blame this on "cheap imports", but I've had a fair number of brand name CFLs with similar problems. Even some electronic ballasts in circleline fluorescent fixtures. Sigh. (It does seem to be getting better.)
Unfortunately, just because a component on the circuit board is burnt, doesn't mean that that's the component that went bad initially.
The major suspect seems to be the electrolytic capacitors that filter the HV DC. I've seen these with bulging and even burst casings. If you read capacitor spec sheets, you'll discover that such capacitors have a finite lifetime to start with, and that lifetime goes down relatively dramatically as operating temperature goes up. Inside a poorly ventilated casing with 20W of power being dissipated nearby makes for some pretty high temperatures. There ARE high-temp capacitors, but I've never seen one inside a CFL :-( Once the cap goes, the HV oscillator is getting pulsing current instead of DC, which I suspect it doesn't like, and it's not surprising that other things go wrong too.
Some, but not all, CFLs contain a fuse...
The inductors are pretty hardy things; they're probably good unless they show obvious signs of being burnt. The non-electrolytic caps are probably the same, and you can easily test them for shorts using a multimeter. I've never tested any of the transistors...
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Higher-wattage bulbs have a (somewhat) greater chance that their transistors would have survived the lamp failing; I have some nice E13007 transistors, and some really nice MOSFETS of which I can't remember the part number right now.