The first incandescent light was invented back in 1800 by a Cornish chemist and inventor named Humphry Davy. He managed to create a battery that was wired to a piece of carbon, thus producing a carbon-lit light. This technique is called the electric arc. However, most people consider that the electric light was invented by two people: Thomas Edison from the USA and Sir Joseph Wilson Swan from England.
The fluorescent bulb first appeared around 1930 and it is more efficient than the incandescent bulb. It has the inner side packed with phosphorus and filled with an inert gas. The phosphorus inside the bulb is designed to reflect the light produced by the bulb. There is also a possible dangerous side effect of using CLF bulbs, and you can read about it here.
The LED was introduced in the early 90s, being originally used for minor applications: Christmas tree lights, decorations or pen flashlights. Now, the technology has evolved so much that the LED light bulb is used everywhere, and for good reason. It lasts longer, it consumes less power and it can be used in rougher conditions.
In the following image, you get a chance to see a comparison between a conventional incandescent light bulb, a compact fluorescent lamp bulb and a light emitting diode light bulb.
image source: exohuman.com