(In the wild, things are less well though through...)
Sounds comical, but turning up a few million fridge or aircon thermostats would cause serious load issues on most local and/or national power grids.
Some of these will have to poll fairly frequently. For example, users expect lights to go on the moment they flip a switch, not 0.1 seconds later.
Possible? Yes, but taking duty cycle into account, that 5W lightbulb may use more power while switched off than while switched on.
* WiFi direct
* Setup over Bluetooth
* Device broadcasts for autoconfig, get settings from a gateway or local master node.
* Static configuration entered in the IoT gateway based on the physical port the device is plugged into.
* Dip switches
* Initial configuration needs to plug into a PC via USB or serial port and a custom windows program.
* Cryptic sequence entered via IRDA remote control.
But these light bulbs _are_ servers. With IoT, everything becomes a server. Your home system will have to be able to query your couch and your smart watch whether someone still is there and awake, and control the tv, the lights, the curtains, your fridge/microwave/phone (to call emergency services, if needed) accordingly.