I never realized that us regular mortals could just up and make a lampshade--but the vintage paper one was in actual shreds, so I peeled it off and got to thinking. The wire frame didn't look that hard to work with, and I had some pieces of a vintage tablecloth . . . .
Somehow I got lucky and decided to run a length of piping in the bottom hem. That made turning the lower edge under a very easy proposition. You can see the catch-stitching that holds it in place. The top is loosely gathered, turned over the top of the frame, and also top-stitched, without being corded.
The whole thing is kind of rumply, but in real life I never notice!