I find exactly the same problem. I have 4 x 60w lights in my kitchen and
they are all a pain. Bought them from Wickes some time ago. I think the
contact in the holder that touches the metal side of the bulb (as opposed to
the silver contact on the end) actually welds itself to the bulb. This lets
you screw the bulb a little in both directions but then no further. I
usually have to resort to taking the light fitting out and dismantling it in
order to get a good grip on the bulb.

Nodge