cool lamp!

heres an orange drum shade...

http://www.lampsplus.com/Products/lamp-shades/Shape_Drum/page_3/31061/

lamps plus also has some cool striped drum shades like this...

http://www.lampsplus.com/Products/lamp-shades/Shape_Drum/page_1/37869-G8394/

and i like this one...

http://www.lampsplus.com/Products/lamp-shades/Shape_Drum/page_1/37869-G8393/

Buy a paper drum shade at a hardware store and cover it with Marimekko fabric.

This place:

http://www.retrofithome.com/

Has absolutely beautiful, funky, custom fabric shades that would be perfect for that lamp. I've seen them in many orange/corals/reds.

Have a look at

http://www.moonshineshades.com

I have dressed all my vintage Danish Modern lamps with these shades using neutral shade colors and leather lacing.

No shade. Get rid to the harp and put in one of those globe bulbs and just let that baby shine.

along the lines of quiltmaster...lamp is unique enough, don't drown it out with some guady shade. keep it simple. restoration hardware has a decent selection and is super affordable.

Those plain white Ikea ones, simple and cheap and will play off the lamp's heavy bottom.

http://www.ikea.com/us/en/catalog/products/50118926

I'm not sure what shade would work, but this is a great lamp shade site
http://www.meteorlights.com/lampshadestyles.htm

I didn't know ebay gave things away?!!

Actually, I presume you didn't "win" the lamp, but instead "bought" it.

One of my pet peeves is people saying they "WON" something when they didn't really win it at all.

Oh, for goodness sake Daily - they 'won' the auction, didn't they? I'm pretty sure that most people know how eBay works, so that's a bit of pointless nitpickery.
Anyway, it's a gorgeous lamp base. I vote for something like the Ikea shade too, but if your decor centres around orange hues, I could see an orange drum shade working.

If you want some wild retro beauty, Etsy seller hunkydory does lovely work with barrel shades
http://www.etsy.com/view_listing.php?listing_id=11860742