If you're looking for the closest exit, look up the model number of your incandescent bulb (e.g., type 1445) to find any LED plug-and-play equivalent that can handle whatever track power you're using. You'll get somewhere in the neighborhood of 5-10 times reduction in power when going from incandescent to LED.
But you might consider switching to LED strips and some LED electronics (like what GRJ suggests above) which does require a bit of handiwork. In addition to solving your power issues, you'll get smoother more uniform lighting and better flicker tolerance.
If you're operating conventional and want constant brightness, with some additional DIY effort you can still use the 12V LED strips at lower track voltage levels as I show in the O gauge LED archives here on MTH UP 60' cars that had type 1445 incandescent bulbs:
http://jcstudiosinc.com/Consta...-Using-12V-LED-Strip