They're pretty dangerous to just have sitting around. many (but not all) Xenon lamps are under high pressure and explode violently when they break depending on the model. Helical models are not as common as straight ones, and neither are cheap. If you just want it for giggles, watch ebay for one. That's about your only option unless you want to spend huge amounts of money. New Xenon lamps range often from several hundred dollars to several thousand per lamp, depending on the size.