[header] How to replace a lamp switch [title] Purchase a new socket switch from a hardware store. [step] Your new switch can be whatever type you prefer, regardless of the existing switch. For instance, if your lamp has a pull chain but you want to install a 3-way turn knob, all you have to do is buy a 3-way turn switch and a light bulb with 2 brightness levels. 
[substeps] You can even replace a socket switch with a cord switch. Just purchase a new socket assembly without a switch and follow the instructions for replacing a cord switch.