Flashlight bulbs are common, easy to find, and inexpensive (especially in bulk), but they are a pain in the neck to attach wires to, which somewhat limits their use in assorted hobby projects, especially when children are involved.
The picture shows a "socket" that will hold a normal "flanged" flashlight bulb (somewhat) securely in contacts with normal wire. I'll try to get more "process" pictures if I can find my tongue depressors, but the finished-product photo should show most of what you need to know...
Step 1: The Issues!
Here's a picture of a flashlight bulb. In a typical "real" socket, a spring of some kind will push one connection into contact with the nipple on the bottom, while simultaneously pushing the flange against the second contact. Thus both connections are under tension and will make good, reliable connections.
Traditionally, one wraps a wire a couple time around the base, which works "ok", and then uses tape to hold the nipple against the end of a battery, which works NOT so well.
Springs are good, but generally hard to find in whatever size you actually need. "Springy" metal tends to be difficult to work with. You can solder wire to the nipple, but that's a pain, not really that reliable, makes the bulb non-replacable, and isn't appropriate for younger children.