I have successfully spray painted shades, it does darken them/ light oassing thru - it works well with one color tone sculptural lamps. I find Rustoleum spray paint to be highly recommended for a professional results. Heres a recent project. On this example I sprayed the interior of the shade white and the outside a gray brown.
Ive akso seen lacy patches pieced together sewed on wire shade form in a shabby chic way.
Hope this helps.
I'm thinking you mean lampshade so there are a couple of ways that I can think of right off the bat. If it is a plastic shade buy some contact paper that you like and cover it or paint it. Or you could cut out pictures from magazines and past on it then coat it with clear varnish. If it is clothe that is a whole different story. I have never tried that but I have seen a couple of posts that take remove the old cloth then wrap the frame in pretty wide ribbon like you would use in crafts. Another cut out clothe pictures from childrens material and sewed them on the lamp shade for their son. And another glued artificial flowers and ribbons in a pattern on theirs. Overall it would seem that you can redo your shade in many ways to match your colors and style.
here are some ideas!
I bought some yellow material with white dots and covered my lampshade by using my trusty glue gun. Then I glued a row of small white pom poms on the bottom. These came attached to a white piece of trim so it was just a matter of lining up the trim with the bottom of the shade and gluing in place. I have also seen articles showing material or cut-outs applied to the shade using Mod-Podge and this should work beautifully. Good luck!