Unfortunately, I did not take pictures as I was making it, so this instructable can't go into great detail... however, combined with my instructable for a tin can lamp, it should be fairly easy to reproduce a similar fixture.
Step 1: What You'll Need
one 18' brass rod with thread on both ends
One 3" brass rod with thread on both ends
Two brass swivels
One metal cup (to use as a frame for the wood)
One Edison base socket with a 1/8" IPS coming out the back
One very small toggle switch
Wood tape, preferably 2" wide
Polyurethane, dutch wax, stain, or whatever you want to use to finish the wood
One 3w JDR LED bulb
Whatever I didn't have or couldn't find at the local hardware store I ordered from
Google "LED bulbs" and you'll find plenty of suppliers for the bulb.
Step 2: Making the Wood Cup
Since I don't have the tools (or patience) to turn wood, I found some mahogany tape (to match my headboard) and ironed it onto the metal cup. I was a little tricky, but not much more than trying to iron a shirt collar. I didn't even burn my fingers!
I ironed on two layers of wood, and if there was any space at the seams or at the edge between the layers I filled it with a little wood putty. For the top I ironed two pieces face to face, leaving me with a nice thin, but strong and flat piece of wood I could then cut to size with a good pair of cissors and glue on to the top.
Then I stained the wood to match my headboard and finished it with polyurethane.
Step 3: Preparing the Headboard
So, to prepare the headboard, I took one of the shelves off the wall, drilled two holes in it from the top (a big one to house the short brass rod, and a little one for the toggle switch).
I then turned it over and carved out some space for the toggle switch using my dremel and some hand tools.
Step 4: Wire and Assemble
One thing worth noting is that I cut off part of the thread on the rods because when I screwed them into the swivels some thread was still visible. Trimming the rods gave the fixture a much cleaner look.