CFLs and Incandescent Lightbulbs in household light fixture
2000 hour typical life for "Edison" (incandescent) bulbs, 12,000 typical for CFLs, yes, the incandescent bulbs are going to be most likely to fail first...

The only bad thing about using both kinds in one fixture is that it will make things warmer for the CFLs, which may hurt their life slightly. The fixture as a whole will run somewhat cooler, as the CFLs throw less heat than equivalent incandescents.