You can get "lamp kits" at HD or Lowes. Contains the socket, wiring, and the hoop for a shade. Not very expensive.
http://www.homedepot.com/p/Westinghouse-3-Way-Socket-Make-A-Lamp-Kit-7026800/100351517
http://www.homedepot.com/p/Westinghouse-3-Way-Socket-Make-A-Lamp-Kit-7026800/100351517
