Interesting, this same question came up over at Karma. Ray-O-Vac makes a killer headband-light for about ten bucks, any Lowe's will have them. It has two reds (to keep your dark vision), a single ultrabright white, and an incandescent on a three way switch. They could have left off the incandescent, I've never used it.
It's maybe the single most useful tool I own. There's always plenty of light, always in exactly the right place.
If you want a regular lamp, Martha Stewart makes one called an 'Architects work lamp', that's nice looking and real useful. Stainless with a single incandescent, it stands up to 32" tall and articulates around, so you can get the light where you want. I have one on my bench, and one here on the machine desk.
Aloha,
Poinz