I took a beach bucket (or pail...whatever floats your boat), a plain lamp that was on sale at the hardware store for about $10, and a variety of different beach rocks, sand dollars, and beach glass. How easy was it? I just stuck the lamp in said bucket, filled with cool rocks and things (mostly found on the beach itself, and looped the cord back behind the bucket's handle. Totally simple.
You can see in the picture to the left, it adds a little something to the second bedroom's lobster theme...the real Rock Lobster! Ha! I suppose if you prefer you could use a lamp kit (you can get them at the store for around the same price as the on-sale and put-together model that I selected) and make it more permanent by adding plaster inside the base. I chose not to do that though....I like to move stuff around, and who knows what this little bucket has in store for the future!