To take all the points raised!
Children of 6 & 4 also leave all lights on - back to CFL's again!
No worries about crime here, our car insurance is much cheaper than it was in "nice" Surrey and no comments from buildings/contents insurance companies. Our cars are locked away in the garage at night, but neighbours have no problems.
I take the point about external lighting, but in reality a 500 watt light would not wake us, and despite being in a village, our neighbours are not close enough to see or hear anything either. The reason for leaving them on is mainly for visitor and general aesthetics. The cost is so low with CFL's, and the fittings were already there. I did splash out £20 on a Screwfix timer with random function though!