Martin, I have used LED lights on 3 lamp projects. Each had special requirements. All of the lamps had enclosed shades or enclosures so no heat generation was very important. They were also candelabra style lamps because of size limitations. Because of the size of the "harps" for the shade, they had to be small. I had tried a round bulb first, but since 1/2 the bulb was encased in plastic, I didn't get the proper lighting effect. Your projects will determine what size and type of bulb you need. There is a large variety of bases, shapes and even warmth of light. Will the light illuminate through your scroll saw work and do you want it to be clear or opaque? You may need a colored or opaque Lexan or plastic to get the effect you're looking for.
Lots of choices with LED lights.