The lighting that I have been using for my films so far consists of incandescent bulbs and inexpensive Clamp Lights that you can get at hardware stores. I believe Karl at Between the Frames may be using the same lighting system.
I modify them by putting 4 holes around the rim which allow me to bolt armature wire onto the edge. The four arms of wire hold sheets of tracing paper in front of the bulb and housing which diffuses the light. By combining various bulbs and types of paper (printer paper, tracing paper, etc…) I can get different levels of light. I’m using 25, 40, and 60 watt bulbs and usually work with one main light to the side, one fill light on the other side, and sometimes one back light from behind.
To attach the 8.5″ x 11″ paper, I fold over the edges to make a seam and tape it closed. That makes a pocket for the armature wire, which has a bend at the tip to prevent tearing the paper, to hold the paper in place. Doing it this way makes it easy for me to remove the paper if I need full light or to switch to a thicker paper.
Clamp Lights have a tightening bolt that attaches them to a clip so they can be used and positioned in many places. In my experience, the spring clip that comes with the light isn’t stable enough and loses its grip over time. Therefore, I remove the metal spring clip that comes with the light in favor of using a wooden bead that is glued to a dowel rod or fixed to some other structure that is more stable.
In the photo below you can see one bead is fixed to the top of an old drum kit stand with epoxy putty and the other is a dowel rod with a bead and the rod is inserted into a wood frame. The light housing can be tightened to the bead which then provides an adequate balance between grip strength and the ability to rotate and position. It can easily be knocked out of place though so I have to be cautious when working near one of the lights during a shot.
I haven’t tried using color paper or cutting designs in the paper to see what effects that might provide but so far the system has worked out pretty well for a quick and dirty and inexpensive lighting system.