As I understand it, there are formulas for figuring out the size of the shade you need. Or possibly by trial and error by now, you have figured out the approximate size you need.

You can buy parts to make lampshades on the internet, including oval lampshade frames.

I know you would prefer to buy the shade locally. Real lamp stores are likely to have a wider supply of shades than the places where you have been looking.

Here is a link that might be useful: Lampshop.com

I don't know if you live in a state with Ross stores, but they often have a really good selection of shades in lots of different sizes. I think most of the time their selection is better than the stores you've been to. And quite often they have something unusual.

Several of my lamps are from Ebay and they all came without shades. I found a lamp shop a few towns over where they repair lamps and have a huge selection of lamp shades. The guy's been in business for over 40 years and has an eye for the right type of shade for each lamp. In one case, I had a little lamp which must have originally had a glass shade, now long gone. The harp which held the shade was still there, but no fabric shade would fit on it. My lamp guy had to take the lamp to the auto mechanic next door to get the harp off. After that, he found a chandelier shade that worked perfectly.

So I'd recommend a good lamp shop, even if it means driving a fair way. "My" shop can special order shades in different colors and sizes. So they will try on lamp shades, all in white, until you find the shape and size that looks good, and then special order the exact shade in the fabric that you want.

I'll admit, none of my lamps cost more than $15. Some of them are sporting $60 shades, though. But they are definitely one of a kind! But since many of the lamps I was looking at buying new from a store with shade included were running around $150, I do feel that I saved a bit of money.

I'm posting a link to a site with info about measuring for lampshades and lots of lamp shade parts. They also custom make shades, but I've never used them, so can't give a recommendation.

Here is a link that might be useful: lampshade info

Just an affirmation/commiseration: Oval is very hard to find. At a lampshade store near me I located an oval shade with a bell shape, and they also had regular ovals. You could get them in black, ecru, and white. My shade is 8 X 6 across the top, and 12 X 9 across the bottom. I believe the shade came larger and smaller as well.

I ended up special ordering this shade for my antique lamp. I know it cost less than $50, but I think it was more than $25, too.

I shopped and shopped and shopped, on Ebay and everywhere else you mention, including Home Goods and Penny's, and researched buying the parts and making one or custom ordering over the internet, and this was the best way to go because I could try it on first. Admittedly I lived with the old, torn shade for years before I did this, but the lamp looks so nice now.

From the lampshade shop site:
The size lampshade must be proportional to the size of the lamp. We recommend that the height of the lampshade be 5/8 the length of the lamp. The bottom dimensions of the shade should be close to the height of the lamp but not to exceed the height of the lamp, or at least 2 1/2 times the width of the base. The harp can be changed to accommodate the appropriate size lampshade.

The height of the lamp does not include the height of the harp.

Here is a link that might be useful: how to measure

I feel your pain! I recently bought a gorgeous lamp on eBay, and the shade that came with it was just SO WRONG...

My first stop was to shop online to get a feel for the types of shades that were available and what I should expect to pay. Online, there were a lot of options in the $40-60 range -- some lower, some higher. But like you, I didn't want to buy sight unseen. Someone compared it to buying a hat without trying it on.

So off with my base to my local lamp store -- Lamp Shade Heaven! But it was still a big chore to find just the right shade. We must have tried 30 different shades before finding a lovely silk shade that looked really, really good on my base. The prices weren't marked on the shades, and I was expecting something a bit over $60-ish, but would willingly have gone a bit higher given the service and consultation time (maybe $90?) -- but $150.00 ?! Yikes! I expressed my surprise and asked if he had anything a little less pricey. He said that the shade we selected was actually one of his more 'moderately-priced' shades, and that I appear not to have gone shade-shopping recently. (True, but...) So home I went with my $150 (gulp) lamp shade, and the knowledge gained from trying on shade after shade after shade.

But I couldn't help but feel like I have been taken. So I went back online and hit the bricks: Home Goods, Ross, BB&B, Great Indoors, Lowes, Target, JC Penney, Macy's, Dillards, Michaels, MJ Designs -- and finally, Restoration Hardware. Restoration Hardware had the perfect shade -- in stock for $60.

So back to the Shade Shoppe to return my $150 'moderately priced' wonder-shade... I'd like to support local businesses with personal service -- but there's a point at which the price difference just goes too far.

If I had a do-over, I'd have talked price up-front with the Shade Shoppe guy. The lady in the shop at the same time as me was a professional designer, and she got a trade discount that I didn't get. It wouldn't be unusual to get 50% off, and at 40-50% off, I'd have been happy with the 'moderately priced' wonder-shade -- I bet if I had gone into the shop with a few printed pages from some web sites showing the type of shade and their pricing, that I'd have been able to negotiate a price I could live with and support local businesses at the same time.

Thanks for all the advice. I did stop in Ross today and found the first two oval shades I've seen in stores. One was on clearance for 6.99. The fabric doesn't go at all and the shade is too big, but I was so excited to find an oval shade that bought it anyway. It's bell shaped and the top ring is the perfect size. I'm hoping I can somehow scavenge the top ring/spider part and use it to make a drum shade. Maybe I can shrink and reshape the bottom ring, but I'm more thinking of using paper or some kind of stiff but flexible plastic backing and attaching fabric to it and just shaping an oval and attaching it to the top ring. Hopefully I won't need a bottom ring or any metal guides down the side, then.

We'll see - if it's a total flop, at least it only cost me $7!

Oh, I did try Tuesday Morning too - they had a lot of unique and different shades but no ovals. But if you're looking for a round or square shade, I'd recommend checking there!

If you're in an area with Home Goods, I've seen oval drums in our local store from time to time.