Using beer bottles and plumbing fixtures, Chicago-based Etsy seller ZAL Creations produces beautiful steampunk-y lamps in desktop, wall-mounted and hanging varieties. (A variation on a theme, perhaps.)
The desktop versions use the red valve knob as the on-off switch, feature removeable/adjustable shades to cut direct glare, and some of them are even swing-arms. And for all of their lamps you've got the option of ordering the bottles frosted or clear.
ZAL states that all of the electrical components are UL-listed, and while there's no word on how it's done, the product copy claims "easy bulb replacement." Check out their full selection here.