I modified an existing lampshade to screw onto a cheap 75 Watt work light. I bought the light from Home Depot for 7 dollars. I also put an LED bulb in. I would imagine this is best for power consumption, longevity and most of all heat.

I printed this in ABS, but you could certainly use PLA (only use LED Bulbs).

The opening is 33.5 mm in diameter. This is the perfect size for the metal shade to unscrew and this plastic decorative shade to screw back into its place.

Light:
http://www.homedepot.com/p/HDX-75-Watt-Incandescent-Clamp-Light-CE-200PDQ/100354513

http://westrealm.com/category/3d-printing/