Sourcing this piece or something similar is your challenge. Ebay would be my suggestion but Craigslist, local vintage shops or salvage yards (like Build It Green!NYC)are good bets too. Ceramic insulators are not particularly fragile but they are surprisingly heavy. A 1/2" ceramic bit is required and a drill with hammer action is a plus. Collect the hardware, wire and cable by showing the diy store clerk a screen shot of the above items. Silk wrapped wire isn't available everywhere but way worth a little research. Do NOT suspend this lamp without the 3/32" cable attached to the brass loop and to a hook in the ceiling to take the weight from the power cord. When stringing the hardware onto the cord to assemble make sure the pieces are on the correct side of the drilled hole and in the right order.
The plug I love using is designed for the simplest of folk (yes, I qualify) as it requires no stripping of the wire or even a screwdriver. Finishing touches include a smallish round Marconi bulb (the most extreme example of design "trickle down" - they carry Edison bulbs at The Home Depot now). And hit all brass parts with acetone (nail polish remover) on a terry cloth rag to get your patina on and to even out the look of all the metal pieces. I didn't add a switch on the cord because the outlet I'll be using is wired to a wall switch. But they're cheap and easy to install.
A variation on the drilled single insulator is this chandelier made of several of the smaller clear insulators suspended very organically in a cluster with a preexisting pendant socket in the center. The wires tie off at the top and attach to a 3/32" cable to take the weight of a heavy little lamp off the power cord.