I love these lamps, by Mixko. I found out about them from Poppytalk, although I see that they've been written about by other people, too.
I wonder how hard these would be to make. I noticed that Martha Stewart's new craft site has some punches that might just work. You could do butterflies (she has two types) or I might be tempted to do leaves. And I do know of some places that sell nice felt, thanks to Apartment Therapy. Although it seems like the shaping would be the hardest part, so perhaps it would be best to knit something and felt it myself.