Yikes those are expensive. Where I live, the state is subsidizing certain LED bulbs, and I replaced all my recessed lights with $25 LED bulbs. Yes, $25 for a 65 watt equivalent (actually seems brighter than that to me) WITH trim. They use around 10 watts, so for my living room, I've gone from almost 400 watts to 60 watts. Also, trim alone costs at least $13 per recessed light, so $25 isn't really much more than that considering the trim is included.
I've done a couple such projects at work. Replaced 3600 Watts of Halogens with 540 Watts of LED in our auditorium for less than $500 and took the equivalent of 5 'Cadet Heaters' out of our boardroom for about $400 thanks to rebates. Working on a plan to replace all parking lot, street and walkway lighting with LED also.
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Just be aware of the varying level of dimming with the different bulb types. LED and CFL need special dimming switches. They don't dim as well and you can end up with clipping when you dim them too low (flickering). LED are better than CFL I think.
I ended up with expensive CFL/LED lutron dimmer 3way switches for about 15 cans in my basement, but the 4 cans in my theater room are incandescent bulbs on a standard remote dimmer. The other bulbs wouldn't dim enough.
At the time of my build, about 18 months ago CFL/LED compatible remote dimmer switches were not readily available. I assume demand has increased and you may find them now, but I spent literally hours searching the internet for one.
Also an unrelated consideration is color temperature of the different bulb options.