If you really want to set the tone of a room this Halloween (or all year long), you need to get a lamp shade by Spooky Shades. These shades are the best I've seen. They bring to my mind a sense of dark dealings in dark rooms from times long gone past. Many of the lamps use old photographs. If you're decorating in the gothic style, you're going to want several.
You should head over to the shop to see all the options. I had a really hard time choosing which to show you because I loved them all. The images change as you go around each lamp, as well. You could adjust the position of the shade for a new look.