Um, for filament lamps, as in SL35 lamps used in main aspects, there are a number of considerations.
A SL35 lamp has a 12V 24W main filament rated at 1000 hours. The long life version has a 12V 24W main filament rated at 8000 hours.
Both the standard version and the long life version have a 12V 24W auxiliary filament rated at 1000 hours.
In the signal head there is a transformer. The primary is a 110V, but with various taps so that it can be adjusted. The secondary is a 14V and 12V winding, but again with various taps so that it can be adjusted.
Also in the signal head is a BR903 relay. On Western we call this relay the G(M)ECR, elsewhere it's known either just as ECR or by other designations. The coil is wired in series with the main filament of the lamp and normally supplied from the 14V tap on the transformer. The normally closed (or "back") contact is wired to the auxiliary filament and the 12V tap on the transformer. The normally open (or "front") contact is wired in a daisy chain (relay interlocking areas) to the first filament failed (FFF) circuit (called G(M)ESR on Western) or to an input on a SSI TFM. This is a non-safety circuit that ONLY provides an indication to either the signaller or the local S&T technicians (not both).
Hence if the main filament is okay, the auxiliary filament is not switched in. And no FFF is shown in the signal box or indicated to the S&T.
If the main filament blows, the auxiliary filament is automatically switched in. A FFF is shown in the signal box or indicated to the S&T along with an an audible alarm.
For LED signals, if there is was a G(M)ESR or equivalent circuit, it's either bypassed so not including the LED signal or removed completely.
A completely separate system is used for lamp proving. This is the "vital" safety lamp proving system.
For relay interlocking, in the location case/cupboard/relay room/etc. a BR941A specification relay (called the GECR on Western, I think it's the same elsewhere, but I can't remember) has it's coil wired in series from the 110V AC supply and the relay controlling contacts, and this is used to supply the signal aspect that should be illuminated. Hence if the lamp fails completely (both filaments) or the cable is cut, the GECR will de-energise. A normally open (or "front") contact is wired to control the signal control relay of the signal in rear, hence if the GECR is not energised, that signal will be held at red. A second normally open (or "front") contact is wired to the indication circuit to the signaller (controlled signals and certain other signals only).
For a SSI TFM, this has a designated "proved current return" terminal for signals to enable the module to detect the current that the signal is drawing. The computer based interlocking performs the same functions as a relay interlocking in controlling the signal rear and providing data for the signallers indication.
And yes, LEDs operated rather differently to filament lamps.
Just to be clear, I'm not giving my opinion, I'm just derscribing the practice used by the railway on systems that I worked on.
If you want to know more about the BR Spec 941A lamp proving relay,
here's a link to the current main relay manufacturers page on them.