The answer is yes! These were not available a few years ago but with the advancement of compact fluorescent bulb technology – pretty much all the the incandescent bulb functions are available in the Compact Fluorescent variety. There are lot of brands of three way CFLs available in the market such as GE, Philips , Feit Electric, Earthmate to name a few. Most of these are Energy Star qualified bulbs.
Three way CFL bulbs, offer three levels of light when used in conjunction with a 3-way lamp socket switch. Take for example the Earthmate T3 Three Way 33W ES3362AN.
This bulb at it’s lowest level uses just 12 W which is the equivalent of a 50W incandescent. At the next level it uses 22W, a 75-100W equivalent. At the highest setting it uses 33W which is a 100-150w incandescent equivalent.
So if your lamp calls for a 3 way bulb, consider a CFL 3 way bulb. It is not advisable to use a regular CFL in a 3 way fixture.