I am interested in knowing what was your first lamps of each kinds.....

MH - Venture 400w (Here)
CMH - Phillips 100w (Not Yet)
HPS - Sylvania 150w (Here)
Incandescent - GE 60w Coated Globe (Here)
Fluorescent - Sylvania F20T12 CW 20w (Here)
CFL - LOA 2520 20w (Here)
Halogen - Phillips Halogena 60w (Here)

For me it is

MH - Sylvania 50 watt Pulse start
CMH - (will need to check and will edit it unless Jeremiah AIM me to tell me)
HPS - 1997 Philips 150 watt HPS from a fallen streetlight
MV - (got 3 of them will pic the favorite) Luxor Safe-T 1985 175 watt made by Duro-test
Self Ballasted MV - The GE Sunlamp from the 60s (did not know it was a self ballasted MV when I got it)
Fluorecent - (I am not sure cuz I had a bunch of them before starting to seriouslty collect)
Incandescent - I had a lot, but the first one I really kept was the last remaining orignal bulb installed in this house, a clear off brand made in Poland 60 watt bulb that was in the fixture for more than 10 years
CFL - (I am not sure yet)
Halogen - Not sure here...
LPS - Osram 18 watt LPS I got from the Netherlands (thanks Sander!)

Phillips 175 watt clear mercury lamp (1995)

General Electric 250 watt high pressure sodium lamp (1999)

Grandlite 175 watt coated mercury lamp (1999)

General Electric 400 watt coated mercury lamp (1999)

Phillips 175 watt coated mercury lamp (2000)

Westinghouse Lifeguard 250 watt coated mercury lamp (2000)

General Electric 250 watt coated mercury lamp (2000)

General Electric 175 watt metal halide (2006)

Sylvania BT-37 mercury lamp (2006)

Phillips 1000 watt mercury lamp (2007)

I got my first mercury vapor lamp in 1995.

I got my first high pressure sodium lamp in 1999.

I got my first metal halide lamp in 2006.

Ok here ya go

Incandescent: Boy that was a while ago! I would say a GE 25 watt soft white I had way back in 1979. Don't have that one now, but the bulb that has been with me the longest is a Curtis brand 75 watt rough service bulb made here in the USA. I got it new from an auto repair shop back in 1983-1984 and still works after many hours of use during the 1980s!

Mercury: Philips-Westinghouse H39KC-175/DX BT-28 lamp

HPS: Sylvania Unalux ULX150 HPS retrofit lamp

MH: Philips MH250/U ED-28 (earlier model)

CMH: Philips CDM35/3K PAR-20

Halogen: GTE Sylvania MB-19 75 watt halogen

Fluorescent: Sunshine F15T8 daylight fluorescents I got with a desk lamp

CFL: Can't remember