Opal glass would provide excellent diffusion (producing a Lambertian distribution of the light source), but might be difficult to work with in your lamps. You might try a fabric shop for translucent synthetic fabrics, a photo shop for diffusion film, or Amazon (see http://www.amazon.com/Rosco-Roscolux-Diffusion-Diffusing-Material/dp/B000B73OQY) for some material used in theater lighting.
"...things look more interesting of they arenít all centered."
In my case, for "interesting" read "Drive me scatty"... I'm a symmetrical kind of guy I'm afraid. But hey, whatever turns you on, baby....
"Ideally I would like to use LEDs as light sources..."
You do realise you can get Led "bulbs" in almost any form factor now - you'd probably be able to get some for whatever fitting your lamps used. Get onto Element14 (new Farnell) and look under Optoelectronics and Displays, then Lamps, then Led Replacement. I just had a fossick on the Australian site and there are heaps, single led, multi led, extra bright, with and without diffusers, etc. Most of them are pretty expensive though. You could make your own diffuser with a disc of greaseproof paper.
I've got some frosted mylar sheets that should do the trick nicely. I'll drop a couple in the mail to you.
You might also check out LED reflectors and lenses on Digi-Key. Go to Product Index, Optoelectronics, Optics - LEDs - Reflectors.
"Ideally I would like to use LEDs as light sources, because I can easily control...."
You can very easily drive an incandescent bulb from a uP port via a transistor. If you use (say) a 12v bulb from a 12V line to a transistor to ground, when the Tr is on it will be at 100% brightness. You can pulse width modulate the Tr to dim it - it won't be as linear as a LED but it would be quite acceptable.
Just a comment - couldn't you find an old meter (preferably a round face type) to complement your switches and lights? I guess it would not be as visible to an audience though...