Generally, when starting out with growing your own seeds, all you really need in terms of light is a bright south facing window in which to place your seedling trays. However, if you do not happen to have a window in an ideal spot, or are starting early when there may not be enough daylight, then it is a good idea to provide supplemental lighting in the form of growth lights. Seeds do not require light to germinate, soil temperature is much more important. This is the point at which you can, like David suggests, use an incandescent bulb. The heat they produce can be used to aid germination although great care must be taken to prevent the soil drying out. Better to use a heating pad or simply place your trays on top of a warm household appliance such as the refrigerator until they germinate. Incandescent bulbs do not make great growth lights as they produce large amounts of heat and do not produce light that is optimum for plant photosynthesis. Here are some better options for good grow lights:

High intensity discharge (HID) lights
These lights work like fluorescent tubes by passing electricity through a tube containing gases. They come in two different types that differ in the type of light they emit. Metal halide (MH) bulbs produce a bright white light focussed in the blue region which promotes leaf growth, whereas high pressure sodium (HPS) bulbs emit more in the red and orange region of the spectrum and promote flowering.

High intensity fluorescent lighting
These are fluorescent tubes which have been optimized to produce wavelengths of light which are optimum for plant growth. Along with HIDs, they are one of the most popular choices for supplemental plant lighting. They can be either cool or produce heat to help plants along where ambient temperatures are not sufficient.

LEDs
LED growth lights are relatively new to the market and have the advantage of being relatively inexpensive. Like fluorescent grow lights, they have been optimized to emit light of wavelengths optimal for plant growth. They also produce a significantly lower amount of heat than fluorescent or high intensity options so are more energy efficient and can be placed closer to the plant leaves. Typically, blue LEDs are used for to encourage foliar growth, while red LEDs are used to promote flower and fruit development

You should be able to find lighting options at your local garden center as well as in good quality supply magazines and catalogs. The decision really depends on what you want to grow and what your budget is.