It depends entirely on what is wrong on the lamp. Getting off the shelf parts to fit most lamps is not a problem but it usually involves picking through stuff at a hardware store (a real hardware store like McClendons or Junction Tru Value)and seeing what will fit.
If it has standard threaded pipe where the bulb socket connects, then just take it to the store with you and ask the guys at the electrical desk for help.
A couple of links to familiarize you with the various parts of all standard lamps.
http://www.rd.com/17450/article17450.html
http://www.411homerepair.com/ideas/Electrical_Wiring/RepairingLampSwitches.shtml
http://www.michaelholigan.com/Departments/HowTo/HowToPage.asp?ts_id=lamprepr
http://www.free-build-it-info.com/Socket.html
And a link for info on metal repairs on decorative or historic lighting fixtures in case the lamp you wish to fix has some antique value.
http://www.lamprepairshop.com/
http://www.albarwilmette.com/additionalservices/lamprepairrewire/