Recycled lamps can make an outdoor setting cozy and even be used to keep annoying pests away. Simply gut the base and fill with citronella torch oil and a wick. That lamp will still be providing light but, rather than attracting bugs, it'll be keeping them at bay. You'll want to caulk any fractures and plug the hole where the electrical cord used to extend from.
This new use works best with lamps that can handle the outdoors. Avoid fragile and delicate lamps for this project. That doesn't mean that it has to be a big lamp, however. In fact, smaller bases are best for outdoor use, since they can be moved around easily.