Types of Lighting??

I know that different bulbs produce a diffrent part of light on the spectrum and that each has its benefits during the growing process, but whats the best way to go about this?
If i change lights during growing will it cause too much stress? or should i get one of each and have a conglomerate of lights? Or none of these

veg with cfls then switch to hps(orange glo).
or you can use the orange glo hps all the way through(its cheaper).
just keep seedlings well away from hps untill they can handle it.
the move the light accordingly up or down.