Devil,
They do make what your looking for. The plastic sleeves work well but sometimes the end caps make the bulb hard to fit and they can come off in a fall. Go to lightbulbsdirect.com and in the left column scroll down until you see "Tuff Coat Coated Light Bulbs". They have a plastic coating on the surface of the bulb that contains everything if broken. Of course they cost more. The site says $6.45 or so. There are other places that have them too. Shop around
Scott