Choosing between a darlington array, H-bridge, and solid state relay
H-bridge is not really appropriate for something like a lamp that doesn't care about current direction. Much more expensive and inefficient than necessary (two switching device drops rather than one). 

The ULN2803 is perhaps appropriate - but is really only good for 50-100mA per output in a conservative design with all outputs driven on simultaneously. If the lamps are incandescent rather than LED there is also surge current to consider. See the datasheet. 



SSRs provide isolation and can switch very high currents and voltages, but that may be unnecessarily expensive if you don't need the isolation. The isolation does help prevent noise problems from affecting your circuit and can also prevent some kinds of oopsies that fry your circuit. 

Instead I would suggest simply using discrete MOSFETs. A simple N-channel MOSFET can switch many amperes and run cool, and is inexpensive. It can be driven directly from the Arduino if you buy a logic-level MOSFET that is specified with 3.3V Vgs(on)- most are not, so be careful on this point.