Purchase inexpensive lampshades in the size and shape you prefer. Check you local dollar store or discount store, as they often have shades available for a few dollars. The covering on the shade does not matter if you will be covering it with a dark fabric. If you plan to use light colored fabric, choose a white or ivory shade.
Visit your local fabric store to browse fabric options. Bring color swatches from curtains, bedspreads or furniture from the room. (A good quality photograph of the room will work if color swatches are not available.)
Purchase 1/4 to 1/2 yard of the desired fabric, depending on the size of the lampshade. Purchase any braid or decorative trim.
Lay tissue paper over the shade and mark a pattern, then add 1/2 inch seam allowances. Cut out the pattern and pin to the fabric. Mark the the pattern onto the fabric with a fabric pencil and cut out the fabric.
Spray the shade with spray adhesive, following the manufacturer's directions. Center the shade on the fabric with the edge falling at the seam. Glue the seam in place at the back of the shade. Beginning at the seam, smooth and press the fabric to the shade. Work slowly and smooth out any wrinkles as you go until you reach the seam. Fold the raw edge under and press in place to join the seam. Fold excess fabric along the rim of the shade to the inside and glue in place.
Add decorative braid or trim beginning at the seam at the back of the shade by gluing in place along the rim. Trim the end and glue to form the seam. Add any embellishments by gluing in place.