Well Christiaan, you can always go to: http://mikegigi.com/lavasubs.htm
It gives a few tutorials for making a Glitter lamp with sugar water. It's not a perfect tutorial but it will get you in the right mindset for making a decent lamp. There's also instructions for creating a (rather flawed) alcohol\oil lamp.
I have made one with Sugar Water and glitter from Walmart, it worked pretty good, but it was slow movement, it was surprisingly cheap to make. One very big thing to keep in mind with making a Glitter Lamp is the weight of the glitter and what it is made of. The material determines the weight, which determines the concentration of sugar water, or Poly Ethlyne Glycol. Using straight Tetrachloroethylene, sound like a good way to poison yourself, I would stay away from that route.
NOTE: Really light glitter CAN melt on the bottom.
Um... I don't care? Contradict away and get cancer. It's carcengenic and highly toxic and poisonous. I just 'so' look forward to making my next glitter lamp and the doctor tells me I have cancer.
I'm also not against straight out buying one as Bohdan suggested. Just... when people ask a question and I have a passable answer, I'll answer.