Is there a way to 'drive' lamps, similar to how you can 'drive' and control a camera in first person? In particular, I find the first person perspective and use of WASD very intuitive for when I'm positioning my camera in the scene.

I would like to know if there's a way to control lamps that same way in Blender?

I've used other software where you're able to control a light in the exact same way as you can the camera in blender and find it far easier and more intuitive to use then trying to move a light around in my scene by hand using the manipulators and rotation.
A quirk of Blender is that you can actually set any object to be the 'camera' and use the WASD movement controls while in Fly mode. 


Select the object (e.g. a lamp) and press Ctrl+Numpad 0 to set it to be the camera. You will now be looking through the object like you would a camera object.
Press Shift+F to enter Fly mode and navigate freely.


The downside of this is that you will then have to reassign the actual camera as the scene's active camera afterwards (if you intend to render anything) either by selecting it and pressing Ctrl+Numpad 0 or by selecting it in the Scene panel in the Scene tab of the Properties Editor: