Here's a great project for the make-your-own-lampshade set: Dan's Instructable on "universal lamp shade polygon building kits." Kits like this, with all the pieces pre-cut and flat-packed, were actually invented by Holger Strøm, a Danish packaging designer, back in 1972. They're still sold through the Danish IQ House. (History here.) But Dan maintains that you can make your own version for lar less moolah, and that this gives you room to play with endless variations, including the size and number of pieces you use (and therefore the ultimate size and shape of your design) and the choice of material (paper, plastic, patterned, plain, colored...). Dan's readers have already suggested many variations, so check out their comments.
Dan's directions make it look really easy, but we found one key piece of info to be buried in a hotspot on one of the images: although you can use paper or any old thin plastic, Dan favors sheets of .5 mm acetal. And if you don't DIY, local moderism source The Magazine sells IQ Light kits for $159 and up.