Just curious but does anyone know why many incandescent table lamp switches click twice rather than once to turn on and off?

ARe you thinking of three-way bulb sockets perhaps?

There are four positions: low, medium, high and off.

Of course this only works with the proper three-way bulb.

If you insert a standard bulb you will have to turn the key from its off position to the first "low" position" for which there is no contact.

The next stop would be medium and you'd get light.

The next stop is high and the bulb is still on (since medium and high use the same higher wattage filament in a three way bulb).

After that you turn the bulb off.

My guess is you're using the wrong bulb in your lamp.

+1 for the three-way socket.

Is there any danger (as long as you don't go over the rated wattege posted on the socket Usually 150W) of using a regular bulb or Compact Floruscent in a 3 way socket?

There should be no danger of putting a normal compact fluorescent in a tri-light socket...but they do make CFL's specifically for tri-lights and dimmers. I've got a normal CFL in my tri-light and it's been there for years and hasn't given me any problems.

A regular tri-light bulb has 2 filaments, on low one filament is on, medium other filament is on, and on high both filaments are on. If you look in the socket you will see an extra "pin" between the center point of the socket and the threads that the lamp screws in to...this pin supplies power to the 2nd filament.

This link has some good info on CFL's: http://oee.nrcan.gc.ca/energystar/english/consumers/questions-answers.cfm?attr=4

Funny - I just stumbled across such a "double click socket" in the middle of Europe! A friend of mine has an imported US floor lamp and mentioned the weird switch today... just ditched everything but the shade today though (the socket had a bad internal short arcing to the bottom part of the bulb screw shell (next to the black stuff that separates center and shell)... and since the thread on the lamp is US it prove impossible to replace the shot socket with a European one which has a metric thread...

Ragnar, You could have given me a holler. I have plenty of spares knocking about. Both standard American lampholders and three-way (hi/lo) ones.