I found a neat looking lampshade at the thrift store around three bucks. I don't have a lamp post to put in on, but I could see it as a stand alone candle holder or lantern, with some modifications.

Step 1: Inspect and Gather Supplies

A votive candle sits fairly well over the top of the fitter, where the lightbulb would screwed in. I needed to make sure it would sit securely and could be easily replaced when used up. I decided I needed to "sacrifice" an aditional candle.

Materials:
2 tea candles
Scissors
Knife (carpet shown, but not necessary)
Glue or tape (not shown)

Step 2: Sacrifice

-I removed one of the candles from its holder with the knife (I scoured around the edge and was able to pop it out easily).

-I then used the scissors to cut tabs into the holder. Some of the tabs will be bent down to go over the fitter, and the rest will be bent up to hold the second candle.

Step 3: Secure

-I decided to use hot glue to secure the holder onto the fitter.

The second candle can now be placed inside the lamp shade.

Step 4: Done

I lit the candle and tested it out. Seems to work to me!

You could add further modifications and make it hang somewhere, but I like the idea of it being on a table.

If your family is a rowdy bunch, or you have a fear of fire, you could easily use a battery operated candle instead.