If the lampshade has thickness, I'd give it SSS and a little translucence.  For the bulb,  I use both a point light and an IDL emitter, with one mesh as the visible prop, another mesh -slightly larger- as an unseen IDL emitter with an ambient of maybe 70, and a third considerably larger mesh as the faintly visible glow aura.

     For the lampshade, I might add lightshaft meshes and a rounded-off aura mesh.

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Bare bulb as rendered:

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...and with lampshade:

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Poser 12, in feet.  

OSes:  Win7Prox64, Win7Ultx64

Silo Pro 2.5.6 64bit, Vue Infinite 2014.7, Genetica 4.0 Studio, UV Mapper Pro, UV Layout Pro, PhotoImpact X3, GIF Animator 5