Most dimmable CFLs (incandescent replacement type) are step dimmable. So using a standard dimmer as you turn up and down, the lamp goes from 20% 60% 100% brightness for example. They also tend to also have the feature where you can flick the switch to dim to the next stepped level.

Smooth dimming CFL replacement lamps are pretty new. Megaman do a range called 'Dimmerable'. These are very smooth dimming from 0% to 100%. Their life is rated at 10,000 hours (instead of the standard Megaman lamps life of 15k hrs). Definitely recommend them though, they are available in normal CFL shape, GLS style, 11w GU10's, R63, R80, PAR38's and more.

No real idea whether they are available in North America / Canada, sorry. Link: Megaman Global.

Btw, I'm surprised at the cost of the US dimmable lamps you quote here. They are basically the same price here in the UK (about £7 ish), I guess I just expect everything to be cheaper in the US.