LED tea lights - obtainable at most craft, and decorating stores. I've even seen them in bulk at warehouse stores. We're only interested in the LED component from these tea lights. I haven't been able to find a source for the flickering LED components themselves, so tea lights seem to be the easiest way to obtain them. For this Instructable, I used three yellow-colored flickering LEDs.
Additional LEDs - Experiment with different colors, brightnesses, etc. to get the effect you like.
Gas light fixture - I found this one on eBay and cobbled together some other gas lamp components that I had already. The gas light fixtures mostly use the same screw thread size (US 1/8 in pipe thread), so mix and match to get the look you want. Gas light parts can be bought here: http://www.acrosstheboardwoodwork.com/
Candle-type light bulb - I used a burnt-out frosted CA-9 (flame shaped) bulb. (The frosted ones seem to be getting hard to find with the standard-sized base, but still can be found in the smaller chandelier base.)
Jar lid or something similarly round which can serve as the base of the lamp.
Black paint (to paint the lid black)