Here's my solution (and with ONE minor modification, it's as safe as the basket solution, but cheaper! Granted, you have to be able to affix it to the ceiling, but I have my brooders in the basement, so it's no problem.
I screwed an eye hook into the ceiling and then hung an "S" hook from the eye. Then, I took a piece of chain, holding it in a "U" formation and thread the heat lamp through the chain so that the lamp is at the BOTTOM of the "U". Then, attach the it to the bottom of the "S" hook hanging from the eye in the ceiling. For 100% fail-proofing of this, the "S" hook should be clamped closed on both ends! To be able to raise and lower the heat lamp, I use a second "S" hook on the chain closer to the bottom of the "U". Works like a charm and is economical!