The latest that I am bidding on (please don't bid against me! :) ) is this guy.
Mid-century alabaster marble table lamp.
I love that vein-y marble.
Some other delights?
Pair of mid-century chrome lamps.
Best part? The price. $9.99 starting bid.
This rattan lamp is $19.00.
Spray it down in a hot color and you are good to go.
I like these.
The pair for $169.00.
There are literally thousands of options and price ranges from which to choose. Here are some of my suggested search terms for ebay success!
Mid-Century Modern Lamp
Hollywood Regency Lamp
Vintage Lamp (Will yield 1,000s of results so beware!)
Blanc de chine Lamp
Good luck and let me know if you find anything. I promise you will score some items which will beat many a "big box store" lamp any day! (Both price and quality-wise)