While we do not use oil lamps as the primary source of light as we did over a hundred years ago, oil lamps are beautiful decorations for any home. There are quite a number of different kinds of oil lamps, all beautiful in their own way. What kind is right for your room would likely depend both on your tastes and preferences as well as the decor you already have in your room. However, just to give you a small idea of what is out there as far as oil lamps go, there are beautiful brass handle oil lamps that have a place on the handle where they can be screwed into the wall. They are plain and will likely go with whatever decor you already have in the room. There are other brass lamps that can be set on a table and look quite artistic too. There are porcelain oil lamps that have beautiful designs on them and they are a pleasure to look at and then there are opaline oil lamps in white that give off a beautiful light in whatever room they are lit in.
If you are looking for something that will add a bit more color to the room, there are some beautiful Superior antique oil lamps that you might want to check out. Some have very nicely colored cranberry lamp shades that go well with the lamp, others have lamp shades with just a touch of green at the top; both kinds are quite artistic.
Another option as far as oil lamps go is Aladdin oil lamps. Aladdin makes new oil lamps in antique style; they are not genuine antiques but look every bit as beautiful. They are also considered quite valuable, as Aladdin does not make a large quantity of each run.
While antique oil lamps and lamp shades of all kinds and colors are easy enough to find at antique shops, if you are looking to get one for a bit cheaper than the price at the shop then you should check out eBay, as there are quite a few oil lamps listed there and sometimes the seller will also offer free shipping of the lamp to you as well. They have quite a number to choose from as far as antique and even non-antique oil lamps go so you are sure to find something that suits your fancy and your room's decor.