Just a bit of a necropost here, but I'll go ahead and reply anyway.
Bulb guards are incredibly easy to find. McMaster-Carr carries them. Grainger also has a limited selection.
McMaster-Carr
Grainger
Personally, I like the guards from McMaster-Carr better. I actually need to order a few more for some lights on a set this season. I ran out about two weeks ago.
Better choice is the Graniger model, IF you use an odd wattage bulb, like 34w or something. The open ended cage doesn't need to be removed to change the bulb, just use a lamp nobody wants at home