Tips: Choose a simple frame with straight edges and flat planes for this project, because veneer doesn't take well to curves. Buy paper-backed veneer rather than raw veneer; it has a uniform surface that allows light through evenly. It also withstands heat better over time. If you are creating a shade for a reading lamp, choose a pale birch veneer that permits a good deal of light to shine through.
Wood veneer can dry out and become brittle, so to be safe, use a bulb of less than 60 watts in your lamp. Make sure the bulb is at least 1 inch away from the shade at all points.