The full FAQ for those using SmartThings
There’s an FAQ for this question which should help. It details the various alternatives for people using the smartthings hub.
It’s definitely worth reading as it covers many different approaches. 
Other single room switch/Bulb options
That said, if you really don’t care whether you have The smart Bulb hooked into your SmartThings set up and you just want a smart bulb with a wall switch, several companies that make smart bulbs now also make their own battery operated wall switch that can go with it.
Philips Hue Dimmer Switch or Tap
So you can use a Hue bulb with either the hue dimmer switch or the hue tap Switch. Those work very well, although they don’t look like a traditional wall switch. We have several of these at our house for use by guests and everyone has found them very easy to understand and use. The dimmer switch also happens to be one of the least expensive options. So I think many people would just use this one.
https://www.amazon.com/Philips-458141-Hue-Dimmer-Switch/dp/B0167Z0P3I
The Tap has the advantage of requiring neither mains power nor batteries, but it’s a more unusual design. Also, it doesn’t do dimming, just 3 preset levels.
https://www.amazon.com/Philips-452532-Hue-Tap-Switch/dp/B00ME9CD28/
Lutron Connected Bulb Remote
If you want a somewhat different form factor, Lutron makes their “connected bulb remote” which can work with a number of different zigbee bulbs. Although this device looks very similar to Lutron’s “pico,” it is using a different frequency, so you have to make sure you get the right one. When mounted on the wall in a wall plate, it fits the same size as a regular light switch. It is battery operated. This will work with many different zigbee bulbs, including Cree connected. This can also be used with Hue bulbs attached to a Hue bridge, but you need to pair this switch to the Hue bridge before you associate it to the bulbs. ( this will also work with GE link bulbs, but I do not recommend those bulbs – – they have a firmware problem that causes them to lose connection about once a month, which I find very annoying.)
The list price on these is $29.99, but you can sometimes find it for less.
https://www.amazon.com/Lutron-LZL-4B-WH-L01-Connected-Bulb-Remote/dp/B014STZASK
Here you can see the Lutron connected bulb remote on the left and Phillips hue dimmer switch on the right.
Osram/Sylvania Dimmer Smart Switch Cover
The only real problem with the two Phillips options is that they don’t cover the existing light switch. Of course that might be a plus if you wanted to put it in place where you didn’t have a switch, such as your example of a plug-in table lamp. But otherwise, you need to put a switch lock on the existing switch to people keep people from turning it off.
One alternative that solves this problem is to use a Sylvania/Osram Lightify Bulb with the Sylvania dimmer switch. This one is battery operated, but fits over the existing wall switch.
https://www.amazon.com/SYLVANIA-LIGHTIFY-Osram-Dimming-Products/dp/B0196M620Y/
For Zwave: the Linear/GoControl Smart switch cover
You can use the linear/GoControl zwave smart bulb with their smart switch cover, which also fits over existing wall switch.
https://www.amazon.com/GoControl-WA00Z-1-Z-Wave-Scene-Controller-Switch/dp/B01BKWG9XS/
Other zwave Devices to control zwave bulbs
There are also a number of other Z wave devices which can be “directly associated” with a Z wave bulb, even from another brand. (Note that most smart bulbs, though, use zigbee, including Phillips hue.) This is the category that would cover the in wall micros that @anon36505037 mentions above.
Apple HomeKit
If you use an iPad or Apple TV to set up apple’s HomeKit you can use any HomeKit – compatible light switch to control Phillips hue bulbs (via the generation 2 HomeKit – compatible Phillips hue bridge). This method is very simple to set up and use if you already have the hue bridge and an iOS device. The HomeKit method also allows you to put the switch and the bulb farther apart from each other than the other methods mentioned above. Any HomeKit switch can control any combination of bulbs/switches/outlets that are on your HomeKit setup.
However, if you want to eventually add SmartThings, the only combination which works with both SmartThings and HomeKit at the present time is the Lutron Caseta switch and the Philips Hue bridge.
But if for this particular room, you don’t care about eventual SmartThings compatibility, HomeKit will actually give you the widest choice of switches at the present time. With very easy set up.
So any of the options above would solve the case that you described: a single wall switch in a room with a few smart bulbs to be controlled by that switch. (Most of these options can control up to 10 bulbs as a group with one switch.)
If you really want the switch to be mains powered, then the HomeKit option will give you the most choices in switches and be the easiest to set up.
If you want to eventually be able to use the same switch with a SmartThings set up, then It comes down to the exact brand and model of the devices that you choose.