I especially like to do this with accent lighting. It provides flexibility on a moments notice by allowing me to move the lamps from room to room, season to season. This also works very well for sconces and chandelier shades. Granted with table lamps price and storage could be an issue, but a simple linen or silk drum shade will give you a beautiful, additional alternative to almost any base. Just make sure the shade is in proportion to the base.
For a low cost option consider the possibilities of 2 candlestick lamps dressed in 4 shades. This provides 8 different looks that helps avoid needing something new!!! I have a pair of everything shown, but sometimes only one is needed depending on where it is being located. These lamps have been used on mantels, dressers, bookcases, butlers pantry, buffet, secretary and even the back of the powder room toilet!
Just for fun, I would love to hear which combination you preferred! And, would you care to take a guess as to which lamp and shade may have been purchased together?