I made this simple stained glass lamp a few years ago after my mother taught me the tricks of the trade! I chose a four-sided lamp because it made lining up the angles of the shade (each ninety degrees) easy after creating each side separately. It is definitely important to create a fixture to hold this angle for you. But it looks great with relatively little glass used, straight lines to cut and foil, and not too much to solder.
I am unable to post pictures yet, but check out my hosted pictures!
I will have to add another with the lamp turned on (waiting for myself to purchase an extension cord for the new apartment).