I made this lamp from a design i found here: http://www.thingiverse.com/thing:5730
It is designed for 3 mm material, I chose birch plywood which I think gives a nice contrast with the dark edges.
It was fairly easy to set up and cut but the assembly was rather time-consuming. The lamp has to be assembled around the fitting with the bulb in it which also means that you need to disassemble the lamp to change the light bulb. This might be possible to change through a design alteration and any contributions are welcome.
I used a fitting from an old lamp I had and it works just fine.