I want to drive an ~220V incandescent bulb with arduino's pwm, any suggestion about the stage to put between them.
Incandescent bulbs are normally dimmed using triac phase-angle control. It's a form of PWM but synchronised with the mains frequency.
Figure 1. Phase angle control. By delaying the turn-on point in the mains half-cycle power can be reduced from close to 100% to close to 0%.
A triac is used to control the AC. The triac is triggered by the micro-controller but using an opto-isolator with > 1,000 electrical isolation for safety. Since the dimmer has to be synchronised with the mains a zero-crossing detection circuit is also required.
Russell McMahon's answer to Arduino 230 V light bulb dimming may be of help to you.