A good example of this are the two little lampshades we bought for the kitchen lamps before Christmas. I wanted them to be slightly more decorative, so bought a couple of metres of upholstery tassle fringing. It's very inexpensive and easy to get hold of.
There is no sewing involved here, just use fabric/craft glue.
1. Gather your bits. Lampshade, glue, and fringing. Measure the fringing so it fits exactly around the shade,then cut.
2. Dot glue around the bottom of the shade, and press the length of fringing to it. 
It's as easy as that. You don't have to use this style of fringing, just use your imagination and have fun.
I'm waiting for some more satin ribbon roses to be delivered, I'm considering adding them to the lampshades too, just for extra *shoosh*!