One of my favourite Christmas gifts this year was from my sister-in-law, Carolyn. She got me one of those tessellation lampshades that are made of interlocking, plastic pieces, but the catch was that I had to build it myself. The company that makes these lampshade puzzles is called Smarty Lamps, but I believe you can buy them at Urban Outfitters. These are incredibly cheap compared to some of the preassembled ones you'd find in town.
This is the one I have. You can buy them for about €30 flatpacked.
This one here is from Habitat. It's a bit more intricate, but it's about €80 and made of paper.
If you're really feeling like a big spender, you can pick up this nifty red one at Wild Child Originals for a whopping €695
The only one that's around the same price range as the Smarty Lamp is this one from Ikea. However, you'll have to drive to Belfast to get it. I assume like most Ikea stuff, that this would be flatpacked too.
If you don't mind spending over twice as much to have a lampshade assembled for you, then by all means, purchase one of the more expensive options, but if you like to challenge your spatial awareness whilst not spending loads of money, buy one of the flatpacked shades.