Examine the fixture and the existing shade to determine its type. There are two types of fixtures: straight and lipped. A straight fixture is flat and the shade fits directly into it. The shade for a straight fixture narrows at the bottom where is it inserted into the fixture, but has no lip to help it hold on. A lipped fixture has two to three set screws to hold the shade to it, and the shade itself narrows at the bottom then widens slightly into a "lip."
Note the color of the room that the lamp is in. A lampshade should either match the room's color scheme as closely as possible or complement it. Complementary colors are those that are across from each other on the color wheel; for example, blue and yellow, and red and green. You could also use different shades of the same color.
Decide whether you want a clear glass shade or a frosted one. A frosted shade throws off softer light, since the frosted finish distorts the light, while a clear glass shade will give off brighter, non-filtered light.
Take into account the style of the lamp when selecting a shade. For example, modern lamps are sleek and streamlined, which means that ornate antique-style shades will not complement them. Instead, consider simple, round or square-shaped shades. Conversely, antique lamps are more ornate than their modern counterparts; they are often decorated with curlicues made of weathered metal. Simple modern-style shades may look too plain next to such extravagance; consequently, consider an antique style.
Visit your local home improvement store. Once you know what type of fixture that you have and what color and style of shade that you need, you can head to your local home improvement store and purchase the glass lampshade.