For the throw rug, dye the sides, letting the first one dry before dipping the other.
We used Rit liquid dyes in Denim and Navy (ritdye.com). You can combine colors for custom shades. This technique can be adapted for unfinished wooden items and bamboo blinds (let them dry on paper towels), and paper (let the dye solution cool before dipping paper).
Tip: For items you plan to launder, set the colors by washing the finished objects in synthrapol detergent (dharmatrading.com). This concentrated, pH-balanced detergent will keep the dye from bleeding onto undyed parts of the fabric.
Resources: Similar glass lamps, potterybarn.com. Lake side table, bddw.com. Lapis coverlet and sham, and Trellis Euro sham; johnrobshaw.com. Ammu stole by Matta, 212-343-9399.