The thing nobody tells you about a lamp shade until you've lived under one for a while is that the color of the lining matters more than the color of the outside. A white or gold interior throws warm light down and out into the room, while a dark or patterned lining swallows half the glow and leaves you squinting at your book. You cannot tell this from a photo. You have to tip the shade up and look inside before you buy, every time.
In an ordinary room, a shade works hardest when it is picking up something already there rather than trying to be the main event. A linen shade echoes a linen cushion, a shade with a little texture softens a room full of hard surfaces like a wood floor and a leather chair, and a plain white or cream shade is the thing that lets a strange or beloved lamp base actually show off. If the base has any personality at all, a busy shade on top just cancels it out. These earn their keep in bedrooms for the softness, in living rooms next to a sofa for reading light that doesn't fight the television, and in older homes with low ceilings and grim overhead fixtures, where a few good shades do more to warm up a room than almost anything else you could buy. They're less useful in a kitchen or a bathroom, where steam and grease will dull a fabric shade faster than you'd expect, and in rooms that get a lot of direct sun, where cheaper shades can yellow or fade unevenly on one side within a year or two.
Check the fitting before anything else, since this is where people get caught out: a spider fitting sits on a harp and screw, a clip fitting grips the bulb itself, and the two are not interchangeable no matter how good the shade looks. Run your hand around the bottom rim too. It should feel stiff and even, not soft or slightly warped, because a shade that's gone soft at the edges was never built to hold its shape for long. Pleated and fabric shades will dull a little over the years, especially near a sunny window, and the fix is a soft brush or the lint attachment on a vacuum every month or so, never a damp cloth unless the label says it can take one. Paper and simple drum shades hold their shape better over time but scorch if a bulb sits too close, so give it an inch or two of breathing room.
A good shade is one of the cheapest ways to change how a whole room feels in the evening, and it is wildly underrated for exactly that reason.