Here's a neat instructable by user sjolly which combines compact fluorescent light bulbs with a modular lampshade design. He writes:
We recently installed new compact fluorescent light bulbs (CFLs) in our workspace. They use less energy and last longer, but they're painfully bright...so I adapted Dan's Instructable for CFLs using heat resistant photo gels. This custom build attaches directly onto the end of the bulb so no extra materials are needed.
More:
Universal lamp shade polygon building kit