TLDR; don't use them for lighting.
Given that you could keep your incandescent bulbs for when your current energy-efficient (I will assume CCFL) bulbs need replacing, your choice boils down to: buy a new CCFL; or use an incandescent that has already been manufactured.
This helpful analysis gives the embodied energy in a CCFL as 1.7 kWh. Let's assume that the CCFL lasts 8000 hours and uses 15W, while your equivalent incandescent lasts 1000 hours and uses 60W (also from the same source, though these are pretty standard numbers). Total energy usage (in kWh) is:
CCFL Incandescent
embodied energy 1.7 n/a as "sunk cost"
energy used over lifetime 8000 * 0.015 = 120 1000 * 0.06 = 60
total over lifetime 121.7 60
total over 8000 hours 121.7 480
So you're better off not using the incandescents for lighting, even though that means buying new CCFLs. That's because the energy to produce the bulbs is dwarfed by the energy used in using one. The comparison would be even starker for LEDs as these are even more efficient.
The question remains, what should you do with them, if not lighting?
- You could use them for applications where the heat is useful, not wasted (this could include lighting your home - provided you are also heating it around the same times you are lighting it)
- You may be able to recycle them (see e.g. this question)
- You could just throw them into landfill. Being largely glass and metal, at least they won't break down to produce greenhouse gases like methane
- You could sell them, though given that incandescent bulbs are being outlawed (in Europe) this may enable someone to use them who would otherwise have been forced to use a CCFL or LED, so there may be an indirect energy cost there. The embodied energy in an incandescent bulb is about 0.3 kWh, so really quite small.
- You could keep them in the attic until long after all incandescent bulbs have been outlawed, then donate them to a museum ;-)