With a little creativity they can also serve purposes beyond what most flashlights can achieve. There's also just something cool about having a lamp that makes it;s own fuel via a chemical reaction. There are a lot of these old lamps to be had and many that may look down for the count can be resurrected with a relatively small amount of time and effort.
If you are looking for a lamp, there is a good article at Caves.org. I do think they are a little prone to writing off usable lamps as throwaways or bad equipment when many can be repaired or tweaked a little and used just fine. www.caves.org/member/mfraley/buying2.htm These are not complex machines once you understand them but they can be finicky and they do burn acetylene. So, be careful.
I like old Auto Lights and Guys Dropper lamps but there are a lot of types to choose from. The only things I really avoid are lamps with plastic parts and Butterfly/Safesport or Minex brand lamps. Though, the Mike Light is a thoroughly modern lamp made from plastic and it seems to work well. Really popular with the Amish of all people. Good endorsement though. Those guys like their stuff to work. In the end it's all personal preference and even a bad lamp can be good for parts or tweaked and upgraded into something worthy.
This Instructable will be updated. It turned out to be a bit more complex than I had originally planned. I've tried to note where certain things will be added or amended but please let me know if something is unclear or confusing so I can answer your questions or adjust the Instructable.