Question: I understand when we say current, we mean charge (protons/electrons) passing past a point per second. And the charges have energy due to the e.m.f. of the power supply.

Now tell me, if a lamp has resistance and you hook it in the circuit, how will the current stay the same? The charges obviously lose energy in the lamp and so become SLOWER, which should mean current decreases, right?

[Edit]
All answers explained a bit of everything, so it was hard to choose one. If YOU are looking for an answer, please check the others too, in case the accepted one doesn't answer your question.

Answer: 
The question 

> 
> The charges obviously lose energy in the lamp and so become SLOWER, which should mean current decreases, right? 
> 
> 
> 

shows that you have a misconception about the motion of the conduction electrons. 

If you were correct then to maintain the same current around a circuit by a miracle more conduction electrons would need to contribute to the conduction process as you went around the circuit.  

If this did not happen then the conduction electrons would move slower and slower and . . . . . eventually stop? 

In fact what happens is that the electrons gain kinetic energy (and lose electric potential energy) between collision with the lattice (bound) ions from the electric field in the wire and then lose that extra kinetic energy to the lattice ions upon collision with them.  

The net effect is that the temperature of the material increases as the internal kinetic energy of the material has increased (the lattice ions vibrate more) and the conduction electrons move along the conductor with a constant average speed.
Ok , so I think that confusion lies in the concept of current. When we apply potential difference through a circuit having resistance, a single electron does not move from one end to the other. What actually happens is that it replaces electron next to it which in turn replaces the electron next to it and this happens till the last electron reaches the other terminal. The resistance from beginning itself shows its effect on the movement of charge and not when the charge passes through it. What u say is that a charge when passing through a resistance should lose energy and hence current shoould slow down is partially correct. Yes, resistance does slow down the movement of electron but that effect is observed in overall circuit and not just in the path where resistance is connected.