To get started, get your hands on 8 bulbs -- only one needs to actually function, so don't worry about buying a bunch of new ones. (Save them as they burn out, ask friends or neighbors for their burned out bulbs/old bulbs they may be swapping out, etc.) Once you've located enough bulbs, check out the full tutorial on Lowe's Creative Ideas.
Oh, snap. Did a light bulb just burn out? Before you toss it, take a look at this statement piece lighting project!