a bulb, a lamp socket, some wire, a relay rated for 100W @ 110VAC (1 amp) (assuming 100W incandescent bulb), a DC wall wart with an output voltage equivalent to the coil voltage of the relay.
In fact - instructions are on the page you referenced. Just replace the AC pump with a lightbulb, and use the Rh or W output on the thermostat to control the relay.
http://www.wortomatic.com/images/2008/127.jpg