There's no single answer - it depends on your base and where the lamp's going - but two rules of thumb get you most of the way there.
First, height. As a starting point, the shade wants to be about two-thirds the height of the base. Taller and the lamp looks top-heavy; much shorter and the base looks bare. Measure your base from its foot to the bottom of the bulb holder, and aim for roughly two-thirds of that.
Then width. The widest part of the shade - the bottom on a conical, the whole thing on a drum - should sit a little wider than the widest part of the base, so the base doesn't poke out beneath it. It should also cover the works, so no bulb holder or fitting shows at eye level.
For a ceiling pendant, proportion matters more than rules: a bigger drum suits a bigger room, and it's worth holding it up against anything else hanging nearby.
Still unsure? Send us a photo with the height and width of your base and we'll tell you what we would recommend. And if none of our standard sizes are right, that's exactly what Custom Orders are for.