Incandescent lamps can provide a brighter light than LEDs, but at the cost of higher current. To control an incandescent lamp, hook up just like a motor that is controlled by a TIP120 transistor. For higher current lamps, may need to control with a relay.

Auto Bulb (about 2 for $1.50)
#1156 (or 1073), 12V, 20W, turn/stop/backup bulb
Draws about 2A @ 12V
Comments: Very bright so flash only, or mask to avoid it annoying your audience. Drive with TIP120 (brief flashes only) or a relay. Solder leads to base or find holder

Radio Shack 272-1177 ($1.99)
12V, 20W Halogen bulb, bi-pin base
Draws about 1.75A @ 12V, 1.1A @ 5V
Comments: Very bright. Flash only. Compact.

Radio Shack 272-1112 ($1.49 for pkg. of 2)
#1891 14V lamp, bayonet base
Draws about 230mA @ 12V
Comments: Nicely bright. Drive with relay or TIP120. Solder to base or find holder. Radio Shack has several other 14V bulbs which are equivalent.

Radio Shack 272-1099 ($2.49 for pkg. of 3)
mini lamps, 12V, colored
Draws about 65mA @ 12V.
Comments: Small, not overly bright but low current draw. Drive with relay or TIP120 or 2N3904. Wire a bunch in parallel for greater effect.

Note: For Radio Shack parts, call the store before you go; not all stores have all parts in stock.