There's a trick to it. Mix your lights. Different types of bulbs give off different colours of light, and a variety of bulbs will look more natural than just one.

My room has 5 halogens, 2 incandescents (Plain old bulbs) and an energy saving lightbulb in it. The halogens have a nice yellowey light, making up for the energy saver's greenness. They're spotlights, so I have them aimed at areas of the room where the main bulb won't catch. The tungsten bulbs give a nice diffuse light, and seem to make the whole thing look more natural.

Cheap fluorescents are horrible. Absoultely horrible. They flicker, buzz, take ages to warm up, and the light they give off is just nasty. Replace your bargain-basement fluorescent tube with a nice new one, and get it a new starter too. Your headache will disappear. Good energy savers and fluorescents only flicker a little, and with a few halogens in the background, the flicker becomes imperceptable, the colours more natural.

Which is A Good Thing.