Usually using the same size and type bulb that came with the lamp is the best thing to do. If you are talking about the 220V (tube type) bulbs, then it would depend on the way the fixture is built. For instance, if you have a fixture where the bulb is completely covered, putting a larger wattage type bulb in can cause not only the bulb to burn prematurely, but can cause the whole fixture to burn up.

If you are using the low voltage type bulbs (12V), then much would depend on the transformer that was being used. Overloading the transformer will cause it to burn up. Some fixtures cannot handle the heat of a larger bulb. Sometimes special bulbs are used to reflect most of the heat coming out of the bulb in a certain direction. These are used in special instances, and not replacing with the same type bulb can cause a fire and/or other damage. Before making any changes it is best to ask an electrician.