Assuming you have a normal rotary knob on your plugged in lamp, how would the bed room switch turn on the lamp the next day?

On the other hand, you can achieve the desired results using home automation - z wave or zigbee devices.

Aren't there inexpensive X-10 or Insteon plug-in modules for this?

Wow this is surprising. I thought this would be a product that would be easily available in the market. I don't want to go for expensive products like Insteon.

You can continue searching and will not find anything that would create a virtual 3 way control aside from home automation products.
Reasons
1. Your original description calls for the plugged in lamp to be turned on from a wall switch. A typical 3 way switch requires a traveller wire connecting both switches. That traveller will not be available in your setup.

2. The rotary switch on the lamp will dim and ultimately cut off power to the lamp. Assuming a standard mechanical rotary switch, it will remain in an off state until it is mechanically moved. The bottom line is that you will not be able to repeat the described process without first turning the knob back to the full power position.

3. The wall mounted light switch as described is a simple on- off.

Insteon would also work.

With home automation, you need one controller which may be plugged into a wall socket not controlled by any switch and one switch/ module connected to the lamp.

You can install a Lutron wireless lamp module (plug into the wall receptacle, plug the lamp into it), and use one or two Pico RF Remote controllers. The Pico controllers are a size that fits into the common large rectangle (Diva) switch plate. You just screw it to the wall, and it looks like an installed hard-wired switch. Batteries should last a decade or more. You can also just lay a second Pico controller by the lamp.

If the wall receptacle already is controlled by a wall switch, that switch should not be a dimmer -- I'm pretty sure that code prohibits a dimmer control of a wall receptacle, in case someone plugs in something else (vacuum cleaner, etc), expecting 15 amps to be available, which no dimmers can provide even fully on.

Note that (at least the linked model) doesn't have the ground prong.

Edit:
okay, here is another one, which can switch heavier load, or those with a ground prong.

http://www.lutron.com/TechnicalDocumentLibrary/mrf2-15aps.pdf

Here is a link that might be useful: Lutron wireless lamp controller

This post was edited by attofarad on Mon, Jan 21, 13 at 16:48

You could consider a cheaper although somewhat of a hacked together solution using this.

Lutron Maestro IR 600 Watt Single Pole Digital Dimmer - White

I have this in my basement to dim the lights from my couch. It relies on IF so it is line of sight but it works easily across my basement and would work easy in a bedroom. It has both dimming and on and off. So if you kept the remote by the bed stand, you could switch the lamp on and off without getting up and the switch would still work.

It would allow you to do a single pole switch instead of a 3-way so long as the outlet you are controlling is the switched outlet. For $40, it's a very reasonable solution in my opinion.

Just another thought...and on a side, I have been using mine for about 3 years now and love it. I even programmed my harmony remote to control the lights so my TV remote replaced the included remote!

EDIT: Did just think about the above posters comment on a dimmable receptacle so this may not work, but there may be a corresponding on/off version.

Here is a link that might be useful: Lutron Maestro IR 600 Watt Single Pole Digital Dimmer - White

This post was edited by ffingers on Tue, Jan 22, 13 at 14:01