If it's a single ended bulb & you don't want to cut yourself, stab the jagged end into a potato & then you can twist the potato to get the broken bulb out.
Just make sure the power is off first. :S My sister being the bright child that she is decided to take a broken bulb out with a potato, but neglected to turn off the juice. The house smelt like fried potatoes for a few days after that.
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"what do you mean you need another tank??"