Dim a regular light bulb
The easiest way to dim a regular (incandescent) bulb is to use a triac. They do not eat more power when the bulb is dim and an assembly using them (full dimmer) can be easily purchased.

Here is an example
http://www.homedepot.com/p/Leviton-Trimatron-600-Watt-3-Way-Incandescent-Rotary-Dimmer-White-R62-06683-0IW/202077656 

or http://www.homedepot.com/p/Leviton-300-Watt-Incandescent-CFL-LED-Tabletop-Dimmer-White-R12-TBL03-10W/203812625