If a light bulb burns out and you need to change it ASAP, there's a simple way to get the job done without burning your hands. Cut a tennis ball in half, secure the hollowed out half to the bottom of the light bulb and unscrew it like you normally would. Keep the halved tennis ball around for future projects.
Source: http://www.realsimple.com/new-uses-for-old-things/new-uses-cleaning/print-index.html