Creating steampunk things can be lots of fun. You just need a bit of training and the right tools to pull it off. Take this Brass Industrial Lamp project for instance. User motos has provided a list of the parts you need and proper instructions to show you how to make your own.
The list of components provided is a tad bit long, so you should be ready to spend a bit of money to make one of these lamps. But the lamp does look quite good.