I've had great luck with finding vintage lighting on eBay. I think the prices are the best, and it's great to have true vintage lighting.
But I also love some of the lighting available from Rejuvenation Lighting, a Portland, Oregon-based company that creates reproductions from vintage stock. I've purchased some of their sconces for my bathrooms, and they were great.
As the years go on, they continue adding to their Modern America collection. The pieces featured here are particular favorites of mine.