Ever had a lamp fall over causing the bulb to break? You probably wondered how you were going to extract the remaining bulb base without mauling your hand. The answer to your problem is in the kitchen. All you need to extract the bulb is a potato!
First, unplug the lamp if you already haven't. Otherwise, just double check to be sure. If there is any filament wires remaining grab some wire cutters and snip them off. This is optional, but I always do it cause they annoy me. Next, take your potato (any size will work) and push it firmly down in the socket until you can't get it to go any farther. Once you have your potato in the socket, just unscrew it like you would normally unscrew a light bulb. Dispose of the light bulb remnants, and you're done! No cuts or glass stuck in your hand. :)