You don't need to spend a lot of money on light gels, all you need is some construction paper.
CFL's are terrific for animation due to their high light output and significantly lower heat output when compared to standard light bulbs, but you need to be careful about how you use them.
Make sure to buy the same brand and color temperature. This will allow you to light your set with an even color balance on the set. So don't mix CFL, tungsten, and halogen lights unless you intend to have different colored lights.
Once that 5 minutes is up, take a second to feel the temperature around your characters and set. Although CFL's are a lot cooler than tungsten lightbulbs, they still generate a fair amount of heat. Make sure the lights won't start to melt the clay or run the risk of catching your set on fire.