A very detailed article on the subject, from the standpoint of the bulbs themselves.

Full-spectrum light sources and health. Full-spectrum light sources will not provide better health than most other electric light sources. Recent research has shown that human daily activities are strongly influenced by the solar light/dark cycle. The most notable of these daily, or circadian, cycles is the sleep/wake cycle; but other activities including mental awareness, mood, and perhaps even the effectiveness of the immune system go through regular daily patterns. Light is the most important environmental stimulus for regulating these circadian cycles and synchronizing them to the solar day. Short wavelength (blue) light is particularly effective at regulating the circadian system; long wavelength (red) light is apparently inconsequential to the circadian system. Thus, to maximize efficiency in affecting the circadian system, a light source should not mimic a full spectrum, but instead should maximize only short wavelengths. Even if a full-spectrum light source includes short wavelength light in its spectrum, it will not necessarily ensure proper circadian regulation because, in addition, the proper intensity, timing, and duration of the light exposure are all equally important for satisfactory circadian regulation (Rea et. al, 2002).

Light therapy treatment of seasonal affective disorder (SAD) usually involves regulated exposure to a white light source, commonly 10,000 lux at the eye for 30 minutes per day (Partonen and Lönnqvist, 1998). Any white light source will be effective at these levels (Lam and Levitt, 1999), so full-spectrum light source is in no way special for treatment of SAD.

Full-spectrum light sources and psychological benefits. Full-spectrum light sources may have psychological benefits, particularly in societies that place value on "natural" environments. One of the claims often associated with full-spectrum light sources is that they are most like natural daylight. Unlike full-spectrum electric light sources, however, daylight does not have a fixed spectrum. Rather, natural light varies with latitude, time of day, season, cloud cover, air pollution, ground reflectance, and, if a person is indoors, window tinting. Nevertheless, it cannot be denied that people consistently prefer natural lighting from windows and skylights to electrical lights. These preferences are robust and may reflect psychological associations with the natural environment that produce positive affect in many people. Positive affect induced by daylight may, in fact, help improve mood and motivation and thus increase productivity and retail sales. Full-spectrum light sources offer this positive association with daylight. Although positive psychological benefits from full-spectrum light sources may have been observed in some circumstances, there appears to be no biophysical explanation for those observations (Heschong, Wright & Okura, 2000). Still, the power of psychological associations cannot be denied and it is certainly conceivable that cleverly marketed full-spectrum light sources may provide beneficial effects to some people susceptible to that marketing. As NLPIP's survey demonstrated, there appears to be a strong positive association with full-spectrum light sources that has resulted from marketing, presumably because of the association between full-spectrum lighting and "natural" light.
Link

I think if I lived in a place with a period of constant darkness, I'd certainly invest in more natural appearing light sources (non-flourescents, which I do not tolerate very well). For my brief encounters with the gray skies, I think I'll try the Vitamin D and getting outside more, regardless of the weather.

I suppose if the benefits are "all in my head", that's good enough, since that's where the problem originates in the first place.

Karen