Do a little research, you dont use a light bulb that is plugged in. Its really not the coolest idea out there but it does work.WTF!!
thats a stupid idea, Bulbs are made of thin glass that is pressurised inside, I wouldnt want to risk getting my eye taken out when it bursts, I've seen bulbs pop just by having grease on them (changed an incandescant with olive oil residue on my fingers).
If you wanna make a cheap ass vapouriser modify a soldering gun (not an iron), they push out heat in a huge burst and work quite well.