Mesquite base and lamp shade from yellow pine.  Shade turned from one piece and final thickness is about 1/16".  I judge the wall thickness by shining a 40 watt light on the outside as I turn.  I also did some shades from box elder and hackberry.  If you use dye on the hackberry it really makes the fantastic grain stand out.  I really prefer yellow  pine.  The best wood is from a dead standing tree whose bark has just started to fall off.  At this stage there is usually some spaulting of the wood but not any rot.  Also the pine sap has usually dried.  If the tree is standing then the water is evenly spread through the wood.  But if the tree has fallen it's side toward the ground will have a higher water content and the piece will not balance well on the lathe.  Really surprising how much flex in the wood during turning.  I got the idea from http://www.woodshades.com/ .