Allright, so here's my try on this one:
I started off with our initial Light Bulb scene that you uploaded first, and took the Turbosquid model as a reference all the time. What I can honestly tell you is that this guy, whoever made it, is really really good at lighting and composition. But one after the other.
Regarding the model you gave us, I only added - as suggested earlier already - a solidify modifier to the glass. This ensures that Cycles can calculate the refraction correctly. Other than that, your model was perfectly fine, no more changes.
The next thing I added was - again suggested already - the background. It is really needed for this scene to work. I hand-painted a gradient image in Blender for the Background on a 16 x 16 pixel canvas (no joke) and let Blender smooth it out when upscaling. You can kinda see some artifacting going on, but hey, for an afternoon not a bad image.
Then, looking at the reference image, something struck me which you missed and was really important. The perspective was off. Notice that in the reference image, the camera is looking upwards to the bulb, so you can see more detail on the thread. You were aligning it straight on. That was what was off with the composition of it.
Then I started blocking out the lights. I replaced yours with Area Lights, I dunno, I just prefer them... usually... But I couldn't get the lighting right. And then I noticed it when examining the image closer: Around each clearly visible area light, there is a bright soft brim. Bang! That was the trick! So I went in and placed behind each Area Lamp another mesh plane, made it emissive, and textured it using the same gradient which I used for the background. That's the main secret of this image!
Finally, I noticed around the thread that he had a nice rim light. A standard Blender Point Light worked for me in this case.
In terms of materials, yes, I changed them, but less than I expected. I used a pretty standard glass shader for the bulb, without any light path magic (doesn't work well for glass anyways). But for the metals I went for an anisotropic shader. Gives nicer reflections to my taste. And thats's the story!
I'll try to upload the Blend file tomorrow, once I found out how to do that :| But a few screenshots from the UI cannot harm:
Edit: Here is the Blend file: