Harold's Lighting in Wallingford is a great place to look for lamps, lights, lampshades, and a few other fun things (I noticed a great fireplace screen).
Apparently, Harold's has been in the business since 1957.
In addition to selling lamps, lights, and lampshades, they do repair and have all kinds of other lighting-related services.
I was really impressed with the selection and the prices were very good for the quality.
They are located right on 45th in the heart of Wallingford.