Choose a CFL that provides the same amount of light (measured in lumens) as the regular incandescent bulb it is replacing. Check the package for equivalences.
Lower wattage, same amount of light!
Watts are a measure of the power used and lumens are a measure of the amount of light produced.
Practical tips
Divide the wattage of the incandescent bulb you are replacing by four to find the wattage of the CFL you need.
If two bulbs provide the same amount of light (same number of lumens), choose the one with the lower wattage.