We have a three way lamp in our bedroom where we put a Sengled A19 bulb so we could turn on the light when we arrived home late. We thought it might be best to look for a 3 way bulb to put in the lamp but wasn’t sure if one existed that would be LED and connect to Smartthings. Does such a thing exist or are we being a little too cautious and should just use the existing bulb?
Since smart bulbs are dimmable, you don’t need a three way bulb. Just put it in a regular lamp and you can dim it to any level that you want whenever you want.
If you want a physical control for the nightstand, there are a number of battery operated devices where you can select different scenes to give you the equivalent of Low, medium, and high. 
( The FAQ is intended just to have one or two posts per device. So if you have any follow on questions, go to the device-specific discussion thread which is typically linked in one of those posts or come back here and ask. That leaves the FAQ usable for others in the future. )
If you do want a physical device, the aeotec quad Wallmote might be a good choice, since it has four buttons. (You need one for off)
But there are lots of choices. 
If you are OK with only having three options for the physical control, such as Low, Bright, and Off, then you could use the new SmartThings brand button because it has tap, double tap, and long press.
Or you could use the IKEA dimmer puck for full dimming.
Each of those costs less than half of what the Wallmote does.
In fact, if you get the IKEA dimmer directly from IKEA it costs less than $10.
I have several of the SmartThings brand buttons and really like them. When setting up a lighting Smart App with them, you can select “toggle off” as an option and therefore get one more control out of it (i.e. low, medium, and bright on with toggle off). There is a minor hiccup with that in that if I turn the light(s) on or off by something other than the button, it may take two presses of the button to activate the light(s). It apparently doesn’t read the state of the lights, but bases its actions on the last event of the button. I don’t find it terribly annoying, but it should be fixable in WebCore if one wants to.
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