You don't need an expensive "bird" lamp to put them in - we buy ours at Home Depot for $8.99 - the 8 inch diameter modelwill serve up to 100 watts. 

Note: the smaller 5to6 inch models will serve up to 60 watts. Make sure to match the clamp light model you purchase to the wattage of heat emitter bulb you have chosen. This style of clamp lights are also usually available at Lowes.com

This is the style of 8" clamp-on 

we're using with our cages. 

It will use up to a 100 watt 

CF bulb or heat emitter bulb 

without any problem.

This link below shows a picture of another type 

of inexpensive clamp on lamp to hold heat emitter bulbs:

http://www.exoticfinches.com/gencare/hospital.htm

For more ideas go to Michael Marcotrigiano's site at 

http://www.exoticfinches.com 

He's a professional breeder and his site has a wealth of useful information about raising your finches.

For additional information about cage lighting, Robert G. Black has published an * article with his opinions about lighting for caged birds and what benefits it will and won't provide. 

We do take our flight cages outdoors every week to expose our birds to real sunlight frequently to aid in their synthesis of vitamin D3.

More reference info on lighting for your birds:

Bird and Lighting reference article links:

http://users.mis.net/~pthrush/lighting/index2.html

http://www.ladygouldianfinch.com/features_lighting.mgi

http://www.naturallighting.com/articles_lighting_for_aviculture.php

Recycling broken lamp bulbs http://www.nema.org/lamprecycle/