How to create dim cosy lighting
There are numerous plug-in dimmers that can be used with floor or table lamps, for example



These can be used with incandescent or halogen bulbs.  If you are considering CFL or LED bulbs, you need to select dimmable versions of the bulbs and a dimmer specially designed for those type bulbs.

You also might consider using a wall mounted dimmer replacing the existing switch for your ceiling light.



This would allow you to set a level and turn it on or off, maintaining the same level.

In general, when trying to create a cozy atmosphere, people tend to use indirect lighting and multiple, low level sources rather than a single source. This obviously is a much bigger project, but something to consider. Also, using lampshades on floor and table lamps that are opaque and only cast light up and down (not sideways) helps to create an atmosphere.