I recently got an antique lamp with a shade that clips directly onto the bulb.  I just ordered a new brass clip so I could put on a different lampshade.  Are there any types of light bulbs that cannot be used with a metal clip and/or is there a maximum wattage for using such a clip on shade?  I am either going to use an A19 incandescent or an A19 halogen-incandescent.  Thanks for your help 

The clip on shade I used to have was on an A-19 GLS 100 watt bulb base up, the shade was plastic and clip was brass,  had no issues other then filling up with dust and flies and it looks like it has been that way since the 70's, but since I got tired of getting out a ladder and setting it up on a set of stairs just to clean the shade every couple of months, I took it off and replaced it with a PAR38 lamp which produces a better light on the stairs and needs far less cleaning.. But the one I had looks like it would of survived for a long time with a 60 watt base down, but I wouldn't go much over 60 watts base down but base up there won't be to much heat on the shade so you should be able to go a bit higher, mine had no tags on it and the 100 watt GLS was there when I moved in, but then again there was an odd mix of bulbs when I moved in. and every fixture with more then one bulb had a burnt out bulb in it.. 

The lamps would be able to handle the pressure, unless there is some type of lamp that is known to break just from handling (something done with especially thin bulb). Heat shock won't happen if it is heating up and cooling down together (ie. you dont put a cold clip on a hot lamp)

Have you tried to blow on the thing with a leaf blower and then broom the floor ?

I'm thinking about using a clip on lamp shade on an A21 150 watt soft white bulb.  I would like a bright lamp that's connected to the wall light switch since the room it's in has no overhead lights.  Here are some pictures of my planned set up.  The lampshade is 14 inches wide at the bottom and 5 inches wide at the top, so it can certainly handle a higher wattage incandescent.  The brass clip should do the job too. 

I have heard that heat makes glass weaker, so attaching the cool clip to a turned on blazing hot 150 watt incandescent would probably lead to a violent and messy breakage.  I'll be sure to only handle the clip on the bulb when the bulb is cooled.

With that setup you should be good, about the only thing I'd worry about is if someone knocks the shade, odds are good it would just move on the bulb but if it's hard enough you might take out the neck of the bulb, but that's about it, and make sure the shade doesn't get to hot just by firing it up and let it run for a while and feel it to see how hot it really is..

Sounds good, thank you all for your advice! 

If the clip and the lamp are always in contact and heat up and cool down together, you will not have thermal shock. The only way to shock the glass would be to put on a cold clip on a hot lamp, which would probably do nothing as the metal is thin enough to heat up quite quickly and reducing the risk.

Thousands of table lamps etc. have been sold (and are being sold) that have a clip on shade yet no one hears of bulb ruptures, so I'd say you're safe on this one.

On most halogen A19 bulbs, the package says do not allow bulb to come in contact with metal parts of the fixture.  Can I use a clip on shade on a 72 watt halogen, for instance?