Since this thread has been resurrected I'll toss in my $0.02.
FWIW
I use Socket Rockets with CFL's and LED bulbs with success.
Socket Rockets use a triac to supply power the bulb, and any triac WILL add a small amount of distortion at the beginning of the sine wave when the triac first gates ON during each cycle. An LED bulb that has a dozen or more of small LEDs, usually wired in a series arrangement, should have no problem with the small amount of distortion, and an incandescent bulb could care less about distortion, hence they work fine with dimmers.
However, CFL bulbs and LED bulbs with one to four large LED die in a spotlight style configuration (PAR 20, PAR 30, etc) have small power supplies built in the bulb base which supplies a low DC voltage to the die (dice for you perfectionists). And these tiny power supplies may not tolerate the distortion. Any CFL or LED bulb that is "DIMMABLE", as stated on the bulb packaging, should be completely tolerant of any distortion. The possible problem will be with non dimmable bulbs. I know of no way to predict compatibility, other than a cautious sustained test.
Dave X10's cautious approach, using only specific applications and enclosures, is on the mark.
When I first use a CFL or LED controlled by a Socket Rocket, I first test the bulb/socket rocket combination in a unenclosed test socket fixture placed in the middle of a open area on a concrete floor, for 24 hours. If after 24 hours both the SR and the base of the bulb is not unduly warm then I consider it safe (if you can't touch the SR or the non metal portion of the bulb base with bare finger tip for an extended period, then it is over heated).
IMHO X10 recommends ONLY incandescent applications for SR because they have no way of determining what CFLs or LEDs of the thousand on the market, can be used with Socket Rockets. So rules of liability dictate non use if any CFL or LED use.
Also, the rule is CFLs and LEDs can not be used with two wire wall switches. And only dimmable CFLs and LEDs can be used with three wire, dimming wall switches or Lamp Modules.
The information to take to the bank is: IF you choose to ignore X10's stern warning of "incandescent lights only" be very cautious and do some acceptance testing before considering it safe.