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I am trying to model a typical ceiling lamp with a translucent frosted glass shade, like this one:
http://2.bp.blogspot.com/_9ZYBvtFDj5M/T ... lamp-1.jpg
It's easy enough to place a couple of bright bulbs inside the shade, but I'm not satisfied with the results of my shade. The shade itself should diffuse a lot of the light, but all I've got so far is a bit of glass that shows what's behind it, so it appears in my rendering as a dark shape in front of a brightly lit ceiling.

Any suggestions?

Yes, I know I could make the shade itself emit light, but I don't think that is the RIGHT answer, since it doesn't look very realistic.

It all depend on the kind of render you will do. If not using photons, then yes, the shade itself should be an emitter, but you can also apply transparency to it, so it is less opaque. A light material can also be completely transparent and still emit the same amount of light.

If you use photons, then make the shade glossiness = 1.0 and some transparency so the inside appear blurred.