Dear Green Idea,
With the new energy-saving light bulbs, is it more efficient to turn the hall light off when I get to the bottom of the stairs, even though I know I'll be going back up in a few minutes or to leave the bulb on?
This question implies that you not only own energy-saving light bulbs but also that you use them as well. Hoorah! I'm sure your energy bill thanks you. (Tangent: please do take note of the methods for clean-up and disposal (pdf) as drafted by EnergyStar.gov).
Assuming that you own and refer to Compact Fluorescent Light bulbs (CFLs) as opposed to Light Emitting Diodes (LEDs) or new plasma lights (more on both below), your questions points to a best-use idiosyncrasy of these energy-saving beacons. Conventional wisdom decries that you turn off a light as you exit a room, but it ain't necessarily so in the case of a CFL. These bulbs experience a spike of energy consumption when first turned on that lasts for a duration of 1/10th of a second but uses energy equivalent to five seconds of use. Accordingly EnergyStar.gov recommends that CFLs shine for at least 15 minutes in duration to maximize energy savings.
To best work within the limitations of the bulb, install them in rooms where you easily spend at least 15 lit minutes i. e. a living room, kitchen, recreational room, or home office. That doesn't mean you must resort to incandescent bulbs for all closets and bathrooms however. Even if operated intermittently CFLs will still provide energy savings greater than those of incandescent lights. For more information about CFLs and their usage refer to the lighting section of EnergyStar.gov's website.
As for LEDs and plasma lights, these new mercury-free ways to light up a room may soon impede on CFLs' green market share. LEDs light up very quickly, can be cycled on and off regularly, and according to a Department of Energy fact sheet (pdf), have estimated life spans of up to 50,000 hours (some models: 100,000 hours). As with any emerging technology the problem is the upfront expense: at ledlight.com a standard 20 watt ,120 volt bulb that sheds 50 lumens may last for 60,000 hours, but it costs $14.99. Granted the initial investment of the bulb costs far less than one cent per hour to operate over the life of the bulb, but a comparable CFL costs $1.99 on bulbs.com. CFLs will light from 6,000 to 15,000 hours.