A compact fluorescent lamp is essentially a low pressure mercury discharge lamp, with a fluorescent phosphor coating applied to the inner wall of the discharge tube. As a result there are two factors determined by temperature which would affect the light output.
1. Mercury vapour pressure. There is a certain amount of elemental mercury in any fluorescent tube (though the amount is really quite small), in an inert gas atmosphere (usually argon). A certain amount of the mercury dose is evapourated when the lamp is at operating temperature - the electrical discharge though this vapour is what creates the shortwave UV radiation which excites the phosphor on the lamp walls - which gives your visible light. The vapour pressure is determined by the temperature of the lamp wall at the coldest point (which is where the mercury dose will usually sit), many compact fluorescent lamps (Most notably Philips as I recall) have specially designed mercury amalgams - cold points where the mercury remains primarily in its liquid state. Being able to control the temperature of this cold spot means that the vapour pressure can be controlled very accurately. If the cold spot temperature reduces, the mercury vapour pressure will decrease, leading to a decrease in light output. If it increases too much, this will increase the voltage required to sustain current though the lamp - the precise results of this will vary depending on the type of ballast, but generally the result will again, be a reduction in light output beyond a certain point.
2. Phosphor temperature. This is the main culpret for poor performance at low temperatures as I understand it. The phosphor coating on the tube is picky. Really, really picky. If the temperature of the phosphor layer increases or decreases by a really, really small amount - it can have a drastic effect on light output. If it gets higher than it should, this will also have a huge effect on the phosphor's ability to actually convert UV into visible light - this is why fluorescent lamps dim notably throughout their life also.
I've had no problems with any recent CFL's starting at down to -25°C (Our freezer), though they all start dim and usually purplish at this temperature, taking a fair time to run up, but always getting there eventually. So long as the lamp isn't directly affected by strong winds, you shouldn't have any problems with them in outdoor fixtures so long as they're running to start with - just bear in mind they'll take a while to get up to temperature when turned on.
The types of lamps with an outer (usually standard PS60 or A23 shaped) bulb are probably better, as this will afford some level of thermal insulation for the tube itself, shielding it from draughts anyway.
Hope this helps!