Here's a picture of a lamp I glittered for my daugher's room. We got the lamp cheap from Ikea and lucked out because it's open on the bottom. I used the same method everyone was using at Christmas to glitter ornaments; Pledge floor cleaner swirled around the inside, extra dumped out and then the fun part....glitter poured in and swirled around! I then used a chipboard circle hot glued on the bottom to seal it.
Here's a picture of the lamp with the shade although you can' notice the glitter as much. I really wanted to do something with the shade, too, but sadly my daugher wouldn't let me! lol