I made some ceramic lamps out of porcelain last year, but mine were wheel-thrown. The bodies were easy, but I also made clay lamp shades, which was a huge pain in the ass. I hate that moment when you think something is almost perfect and then it collapses because the clay is too wet to hold the structure. Anyway, my favorite shade is thin enough that the light shines through in places and Im really proud of it. Firing can be a pain in the ass, but the part I hate most is when you hear your glaze cracking because of temperature changes and there is nothing you can do.
Are you mostly into pottery these days?
http://www.callaevans.com/
Her work is amazing.