I got this idea from Smart Dog, and I really like it.
I found two flexible arm table lamps at Lowe's and removed the base. Turns out, the bottom of the arm fits right into the pre-drilled holes in my workbench. I can move the lamps around wherever I want them.
Here's a picture with both of them:
You can see one of them sitting in the hole in the workbench. It is not a tight fit, so the lamp leans a bit, but I can move it so easily that I don't care if it leans.
Again, thanks to Smart Dog for the idea.
Cheers,
Norm.