Make your own barrel lamp shade using some simple materials picked up at craft and hardware stores.
Step 1: Getting Started
I was looking for a way to cover an ugly light fixture instead of changing the it since I didn't want to spend that kind of money or deal with the electrical work. Because I couldn't find one I liked, I created my own. Please note that I'm just using this as a cover. If you would like to actually integrate a light and hang it as a fixture I'm sure it's possible, but you'll have to figure out the additional steps.
The items I used are:
2 23'" quilting hoops
12"x18" heavy duty template plastic (also found in the quilting section of the craft store)
3 1-1/4" mug hooks
3 picture hangers
6 1-1/2" S-hooks
Tips: The plastic can get static and pick up a lot of dust. I wiped mine down with a dryer sheet in the beginning and at the end to cut back on it.
You will need to calculate how many plastic sheets you need by figuring out the circumference of your shade. The formula for this is circumference = pi x diameter. In my case C = 3.1415 X 23". My circumference is about 72.25". I used 18" sheets so 72.25"/18" = 4.01. I needed at least 5 sheets to have enough to go all the way around.
You could pretty much use any kind of material for the sides of the shade, but I think something with some rigidity will hold up better.
No matter what material you use, be sure not to place it to close to the bulb for safety purposes.