This post does not link to a tutorial ... but I know a few people out there who will take one look at this lamp and figure out the DIY version (please let me know if you do!).  I also see it as a way to use/repurpose empty (used up) plastic pens... v. new ones.  See Enpieza for the full collection of "biro" lamps.  (lamp image via Chica and Jo)