i made a rectangular box, with a light fixture attached to the end that comes off. i put a 100-watt-replacement flourescent (think it's like 63 actual watts). used a lamp cord i purchased from menards and added a roller switch too. after it was all together, figured out where the bulb would sit, then used a hole saw to cut the whole. added some foam strips (like the stuff you add for a weather seal around windows/doors) around the whole, cutting slits around the outside so it would wrap around the whole (this keeps light from leaking out around the egg, and permits different positioning of the egg without leakage).
i've using it on turkey eggs and brown chicken eggs and it has worked excellent!
it's even cheaper if you can find straight boards in your local lumber center's discount wood pile (i paid 63 cents per 4' board). i already had the ceramic light fixture, just had to purchase the electrical box to mount the fixture to (1.27), the cord (2.39), the switch (1.50), the bulb (5 something) and the wood. i used 1x6's and 1x8's (the 8's make for a square box, 2 sides were 8's, the adjacent sides were 6's, with 8's on the ends).
i've got probably around 10 bucks into this, and it works beautifully.