There are broadly two types of glitter lamp, "fast" glitter and "slow" glitter. "Fast" glitter lamps contain a heavy, halogenated solvent, such as Trichlorotriflouroethane (some Crestworth ones were labelled as such) or perchlorethelyne. Solvent lamps are characterized by the fact that with the lamp cold, the glitter floats to the top, and the bulb used is 25w When switched on, the flakes move fast. Glitter lamps caused a safety scare in the early 1980's, due to the dodgy solvents used in some cheapo imports. Trying to make a glitter lamp using solvent is not a good idea, and anyway, most of the heavy solvents were outlawed by the Montreal protocol on ozone depleting substances.
"Slow" glitter lamps use a liquid such as propylene or polyethylene glycol, these are characterised by the fact that when cold, the flakes remain suspended in the liquid for a long time, taking several days in some cases for the flakes to sink to the bottom. These are heated by a 40w bulb, and the flakes move slowly in the liquid. The Crestworth patent for a "slow" glitter lamp can be viewed here.
Please note that I am in the UK, and my knowledge is mainly limited to lamps made in or imported into the UK. Be careful when opening any old lamp, do it outside with the lamp cold and don't breathe in fumes from solvents.
I also tryed food coloring with LavaWorld glitters...no go. I discovered the glitter liquid to be oil based and the food coloring is water based, so no mixing is going on there. The food coloring just balled up at the top of the lamp and would not mix at all.You need to look for colorings called "lakes" which are oil based colorings, some candle wax colorings are oil based but I have yet to try anything. Most "lakes" I researched were industrial use and sold in large volumes, most a 5 gallon minium order. Candle coloring should be available at your local hobby store in smaller volumes. If you try the candle coloring, let us know how it works.
The base is Professionally altered by yours-truly. (That means that I monkey-rigged it....) I thought since Goldschlager has gold floating in it that this was appropiate. Yes, I know that you are jealous....