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.