Fluorescent bulbs have always contained mercury, and the cleanup procedures have not changed, and the bulbs have always fallen under HAZMAT. The reason that this is coming to light, is that fluorescent bulbs have been primarily used in non-residential settings. Now that CFL's are more and more being used in a residential setting, people are still learning the hazards that these materials can have.
As far as LED's are concerned, this is still a new technology that is in it's infancy. As far as hazmat concerns about LED's, the only thing I see about disposal, is to follow the same disposal for printed circuit boards. Now in going through wikipedia, some LED's are listed as being manufactured with arsenic and phosphorus compounds.
Just remember every action involves some amount of risk. You as the consumer need to research the possible risks associated with the product that you purchase, and do a risk/benefit analysis with anything you do. We do not live in a perfectly safe world, and never will.