I understand there are different types of relays, and would prefer to have one where the pins don't have to be powered on all the time.
Well relays that are pulsed on or off are called latching relays. There advantage includes no continous coil drive needed and they 'remember' their last command position regardless if all the power is turned off.
However my knowledge of relays isn't that great, so could someone kindly recommend me a suitable one?
Actually for driving a 12 volt 10 watt lamp a LOGIC LEVEL N channel MOSFET transistor would be a nicer simpler solution in my opinion. The Arduino output pin would wire to the gate terminal, the mosfet source terminal is wired to both the 12v ground and the Arduino ground and the drain terminal is wired to the lamp and lastly the other side of the lamp is wired to +12vdc.