Ed. The only light switches and lamp modules that "soft start" are the types that are specifically designed to do this. If the lamp or light switch is not designed internally to "soft start", it cannot be done via X-10 commands.
You mention that the 2-Way lamp modules are expensive. Actually they aren't a bad value if you consider the extras they offer. You get a lot more than just "soft start" with these modules. You get Automation Gain Control (AGC) that results in improved X-10 signal sensitivity. This may not seem to be needed until you plug that lamp module into another wall receptacle in your home at a later time. The other great feature is "memory dim" that will return the lamp to the last level with a simple ON command.
RCI Automation[Link: ourworld.compuserve.com]