The amount in a bulb is so tiny, and some manufacturers (Phillips for certain) have been working on reducing the amount even further.
Of course there is always a small risk, and care needs to be taken with them, but simple common sense, like opening windows and making sure the room you break a bulb in is well ventilated so that the mercury vapours disperse, and using a damp disposable cloth to wipe up any fragments. (Not your vacuum) A bulb has less mercury than a standard thermometer. just to give you an idea of the amounts involved.
There is a good no nonsense article here..
Fluorescent Lights' Mercury Poses Dim Threat