Replacement: replace incandescent bulbs with compact fluorescent bulbs (consume 75% less and last 10 times longer) or light emitting diodes (LEDs) that start immediately with full brightness, contain no mercury and emit no ultraviolet light.
LEDs last 50 times longer than incandescent and 5 times longer than fluorescent lamps, and are cooler to the touch than fluorescents.
Light's control: use a timer to security lights (exterior) and interior lights with recurrent use. For indoor use plug lamps with a timer into the wall. Install Outdoor lights with a motion sensor. Where possible turn off the lights when leaving a room. It's free and saves energy.
Solar Energy: invest your money in energy efficiency, installing solar electric panels or photovoltaic (PV) modules. Ask the help of an electrician.