I covered the outside of the cylinder vase with newspaper and tape and followed some DIY mercury glass directions I had pinned from A Stylish Interior. (Here's another set of directions too from Take the Side Street.) I did one thing a little different than the directions, though. (I think I saw this somewhere on the web as well.) After I did the whole spray paint and vinegar thing over and over, the glass just didn't have the exact mercury look I was going for. So I sprayed the inside with Krylon Metallic Gold spray paint.
I assume they still make the kit I used for the faux etching. I had it for a REALLY long time and had never used it, but I'm sure if they don't sell this kit anymore, there is some other type of faux etching paint you can get, or you can use real etching cream. Next, it was time to make the cylinder a lamp. This is where Shannon's lamp tutorial came into play.