Turns out they look awesome, like they've never been yellow in their lives.
I used Krylon glossy spray paint in a dark gray color.
I took those suckers out behind my apartment building on the grass and sprayed them evenly, from about a foot away. It took about 5 minutes per lamp. After letting them set for a few more minutes, I brought those bad boys upstairs, put a paper towel under them, and let them fully dry. My yellow lamps now look like this:
Most people don't even realize they're the same lamps, and thought I'd bought new ones. So here's my DIY encouragement to you: pop into a thrift store. Find a lamp whose base shape you like. Find a glossy Krylon spray paint color you love (about $5 from Walmart). Be sure it's the kind that is glossy, and can be sprayed on ceramics. Spray that sucker. Then pop back into the thrift store to find a lamp shade (what I had to do!). Now you have a new, lovely lamp, completely customized to your color scheme. Hooray!
*edit: sorry if these pics are so dark! They were fine on my laptop at home, but viewing this at work... they look like I took the picture in a cave!