I needed parking and turn signal lights. I spent some time looking at lamps both expensive and not so expensive. In the end I liked the generic set from Autozone the best. The advantage to generic lamps (besides price) is if you break one, they are easy to replace.

***Click on photo for larger image***

A block of wood used for creating the shape. The block of wood is slightly larger then the lamp because the fitment must account for paint. A back plate and border trim cut on a band saw from sheet metal. 
The strip of metal is wrapped around the wood block and tack welded to the base. Then the wood is removed. If you weld it up with the wood in place you may not get the block out.
The bucket on the left was MIG welded and the bucket on the right was TIG welded. Both methods worked fine. I may grind a little just to clean them up but it isn't necessary. 
Cleaned up with holes drilled for light base.
The bucket tac welded in.

** Important note; check interference from your headlight bucket. You cannot go much deeper then I am because you will have a conflict with the headlight bucket.***