So I bought some lampshades at Fred Meyers yesterday and tried this clearance one on the yellow one. I'm still not sold on it but for now it's a functioning light for our guest room.
Then I used up some matte colonial red spray paint I had leftover from my numerous other red projects I've done and painted the blue lamp. I was really impressed by the way it turned out! And it looks great in the living room and adds a wonderful homey feel.
The shades were $6 and $13 each, so for about $24 I have two great lamps. Even at Wal-Mart, for the cheapest, smallest, "accent" light I would have spent about $22 for a base and shade, so I think I made out pretty well!