If you don't want to wait a few minutes for the light bulb to cool down, just use an oven mitt to untwist the hot bulb.
This page is about removing a stuck light bulb. You need to be careful not to break the glass when removing a stubborn bulb.
You can add a bulb wattage notes on the sockets of enclosed light fixtures to make sure they are replaced with the proper bulb. The factory tags can shrivel overtime and be difficult to read.