Going from 110V to 220V or even 250V isn't going to cross the breakdown voltage. Bigger concern is whether the wire is able to handle higher current. But 220V bulb or any other appliance draws less current than 110V ones for the same power. Rewiring is not required at all. Whether the base of the bulb can fit in the socket, has one or two electrodes at the base of the bulb and a plug that fits into the socket are the two issues. I believe, in U.K the bulbs are bayonet mount with two electrodes, as opposed to screw mount with one electrode. Saying Europe isn't enough. You need to know the type of bulb and the type of socket as they vary from country to country even within Europe.

Birds hang from high tension wires, you could too, with bare hands, without being electrocuted, as long as you don't ground yourself.

Since you are on FT, I am sure you travel around the world. Do you re-wire all your small appliances, such as dual voltage shavers, hair dryers, cell phone/pda charging units? Think about it. Unless you are talking about really high voltages approaching breakdown voltage of the insulation, higher voltage is of no consequence in these cases.