Manufacturers like Handel, Pittsburgh, Jefferson, Phoenix Pairpoint created beautiful brass and copper lamps with reverse painted lampshades. Today, Pairpoint and Handel lamps are considered to be the most valuable. A Pairpoint Puffy lamp in mint condition can cost a fortune. Recently, one sold for a whopping $12000 at an auction. Go figure.
You can look for marks, logos or patterns on the wick finder or the flame spreader to identify the manufacturer, which can give you an idea of the actual value of the lamp. This can also be very helpful if you are looking for an authentic replacement lampshade for a damaged one.
Another way to spot if you are dealing with an antique lampshade or one produced in a backyard factory in China, is to analyze the glass. The glass used in antique lampshades were usually blown by hand (or mold blown) resulting in random imperfections, much like the paintings themselves. The surface might be slightly uneven. There might be traces of sand or other debris left behind during the sand blasting process.