Don has the answer. Clean the contacts as best you can. An
eraser
works well. Get them shinny. Then make sure the are not flattened
to the
bottom of the socket. Then clean the lamp base as well. Now when
you
install the lamp make sure it is snug. If you like you may also use
some of
the grease designed specifically for electrical contacts.

--
Joseph Meehan

The problem I have with this answer is the original poster said he
replaced the socket twice with brand new ones. Presumably, he
replaced the bulb at the same time. So he had everything totally
new off the shelf, and the problem persisted. Moreover,
I can attest to exactly the same sequence. So I can't quite
buy the argument. Nonetheless, I'm gonna try it. I'll put in a new
socket,
burnish the contact and pull it up, get a brand new bulb and polish
it,
screw it in real tight and see what happens.

Ed