Painting a standard light bulb is a no no. Light bulbs can get pretty hot and paint can get pretty flamable.
They do have all kinds of red light bulbs though, especially this time of year (x-mas red\green bulbs). I have purchsed a few over the years for xmas. I have also used them to light my desk without waking people up. Try walmart or lowes, home depot etc. I think I have gotten them there before.
This is what you are looking for.
http://www.shop.com/op/~Red_Light_Bu...1?sourceid=298