I Love Lamp...
I filled them with pine cones and now ornaments. The bottom is open, so all I have to do is flip the lamp over and fill it up. I'm all for easy holiday decorations.
I bought my lamp bases from Target a few years ago, and they aren't available anymore. However, this version from IKEA is another great option. I really love them when they are empty, and I think they are pretty cute filled. So, if you are in the market for new lamps, I'd highly recommend these.
Also, we are getting an IKEA in St. Louis! (if you hadn't already heard)