It comes down to your intial outlay budget for the most part.
Up front led's are extremely hurtful to one's wallet but pay dividends in much reduced energy costs and lamp/ bulb/ fixture replacement costs and to some extent heat issues are also reduced because of the lower and much more efficiently utilized electricity.
CF lamps and T5's aren't nearly as painful intially, but the lamps should be replaced on an annual basis. The lamps do more of a punch lumen and efficiency wise than stand flourescent lamps.
Standard tube flourescent lamps and fixtures are much cheaper initially, but a fair portion of the used energy goes up into heat rather than usable light lumens. Technically the lamps significantly start to decay after six month point as far as intensity goes, as well.
It's kind of a juggling act as far as priorities go. If you're going to be build a permant display that it's not going to go though endless cycles of upgrade / change and your budget allows then led's might be the proper way to go. But if you're the kinda of person who's endlessly changing, expanding, reworking their collection it may indeed make more sense to the low(er) intial outlay systems.
cfls will be the least efficient of the lighting types that you mentioned. what type is best has alot to do with your individual set up. if you want lots of light and need to avoid heat leds look really good in the long run. most leds dont but out much or any uva or uvb. was just looking up online today to see if there is a nice uva/uvb high output led as that would be nice in my setup. i decided to buy a cheap uv monitor to see what lvl of uv my t5hos put out and compare that to daylight. then compare it after the glass hood goes on. my bet is i will either need to supplement with a uv flouro or a set of uv leds on the front rim of the viv under the glass top if i want uv levels sufficient in my viv to keep some small lizards or other animals that require uv. also ran into an article that suggests that pigments other that chlorophyll are boosted with exposure to uv as those pigments act as sunscreen against uv damage.
Certain emitters do. There are UV chips that the reef people are including in their DIY build arrays, but I do not know of any commerical led builds that are including UV emitting chips in the led arrays on the units.