A solid state lighting device includes a device-scale stamped heatsink with a base portion and multiple segments or sidewalls projecting outward from the base portion, and dissipates all steady state thermal load of a solid state emitter to an ambient air environment. The heatsink is in thermal communication with one or more solid state emitters, and may define a cup-like cavity containing a reflector. At least a portion of each one sidewall portion or segment extends in a direction non-parallel to the base portion. A dielectric layer and at least one electrical trace may be deposited over a metallic sheet to form a composite sheet, and the composite sheet may be processed by stamping and/or progressive die shaping to form a heatsink with integral circuitry. At least some segments of a heatsink may be arranged to structurally support a lens and/or reflector associated with a solid state lighting device.