And I should probably post a disclaimer so that some are either aware of the dangers or know when they are out of their league and need professional help.
I have been doing electrical work a really long time, starting in March of 1983. I have been studying electricity and electronics since October of 1974. I can tell by the glow of lamp whether it is an incandescent, an f32 741 or 735, whether an outside light is metal halide, high pressure sodium, or multi-vapor. I have a master license from the State of Texas and one from the city of Sherman, Texas. Having said that, I am not the "official" electrician of this forum nor do they have such a position. But when all else fails and you have special light bulb needs or questions, please, contact a local electrician in your area. There's nothing quite like paying $90 to $150 an hour, with a two hour minimum, for some guy in a dirty ball cap to say "yep, that light's burned out."
And I may not be the best example to follow. I change bulbs and lamps with the fixture still energized. Any light bulb advice I can give should be remembered with the disclaimer that I am not liable for any damage and that you do these things at your own risk.
If I suspect a lamp is hot, I may touch it with leather gloves or a towel. If the gloves or towel start smoking, then the lamp is way too hot (that's actually happened working with a 400 watt metal halide lamp in a pole light.)
Now, to speak of the danger, and this is a fact, it takes 1/10 of 1 ampere of current to kill a grown man. What determines the severity of the electrocution is the voltage, area that is electrocuted, and the length of electrocution. Electricity makes the muscles contract. 120 volts can actually be more dangerous than 277 V (commercial lighting). 120 V may not make your muscles contract hard enough that the body's reaction pulls away. In dealing with a light bulb socket, you would most likely eletrocute your finger between finger tip and a knuckle. It will hurt like the dickens and scare the bejesus out of you. But you must train yourself to react only with the body part that is shocked. Otherwise, and this has actually happened to co-workers, you will panic and jump off the ladder and that's where some real injury can take place. Also, a few years ago, an employee at my company did, in fact, die from an electrocution while working on a small transformer that stepped 277 V down to 12 V.
To borrow from another thread, it's all about the flow of energy.
The way you treat your dog in this life determines your place in heaven. - chukchi proverb