We found that teacup lamp on Danny Seo's blog (the lamp is from a display at Anthropologie) and it inspired us: if we just had some glue, some old teacups and the know how for wiring, we could make that lamp ourselves!
So we've rounded up some easy step by step tutorials (with pictures!) to walk us through the process of wiring and rewiring old lamps. A note, please please please, make sure you've unplugged the lamp before you start working. It's obvious, we know, but better safe than sorry!
Wiki-How's How to build a lamp is a good description of step by step instructions.
And for more of an overview, check out basic wiring explained by a diying new yorker.