The key to this project is timing. Everything has to come together at just the right second to catch the smokey scene before the bulb bursts or the filament burns out. For this reason you will want to buy plenty so you have extras to experiment with. We purchased 18 bulbs all together and wished we had double that many when we finished.
There are several ways to create burning filament photos, but the most important thing is to break the vacuum seal without damaging the filament. You can tap a crack, drill a hole, or break all the glass using a plastic bag. Keep in mind that the more air allowed in, the faster the filament will burn out.