I recently shared Josh's new bed that I built for him and the most fun feature about it.. the built in sconce on the headboard. Installing that light was a little trickier than it may first appear.
I wanted to use this inexpensive ($26) exterior nautical style sconce, but it was designed to be hardwired into the wall.  I wanted to be able to plug it in instead. Plus it had to be mounted to a movable piece of furniture, it wasn't going to be mounted to a wall.
So I gathered up my supplies and got to work.

Rewiring Supplies:

Wall Sconce
Polarized Lamp Cord Set
Pancake Electrical Box (Low profile
Wire nuts/connectors
Wire Strippers
Screwdriver
Utility knife
Optional: Switch  (Or buy the cord with the switch already installed)

The first thing I did was remove the mounting hardware from the sconce itself and I added to a low profile (pancake) electrical box.  You could mount the hardware directly to the wall or bed, but I liked the idea of having it safely encased in a box. 
Next I mounted the box to the headboard.  I drilled a hole through the back of the headboard and punched out a opening in the box. If you are mounting your sconce on the wall and allowing the cord to hang down the wall, you just need to run the cord though one of the openings in the side of the electrical box.Because I was attaching my light to really thin beadboard, I reinforced the screws into a small block of wood on the back of the headboard:Next I attached the naked copper ground wire to the ground screw on the mounting hardware.  (In order to take photos I am showing the wiring on the table, but when I actually installed the light everything was attached to the headboard.) Next I stripped the last 1/2 inch of wire using my wire strippers, and then connected the wires from the fixture to the wires of my lamp cord.

When wiring fixtures/outlets you want to attach white to white and black to black, but in this case that wasn’t an option.

You will notice that most lamp cords only have one color (in my case silver, but they also come in gold, and brown and black) However there is still a “hot” and a “neutral” wire.  The ribbed side of the wire (or it may have a white line on it) is the hot, while the smooth side is the neutral.  Typically the writing is on the smooth (neutral) wire. 

This matters since most new plug prongs are directional or polarized (where one blade is larger than the other) and it will matter if you want to add a switch to turn the light on and off!  You cannot add a switch to a non-polarized cord. 

When connecting the wires you want the The SMOOTH (hot) side to connect to BLACK and the GROOVED (neutral) side to connect to WHITE.  Twist the ends of the wires together, and then twist on a wire nut (in a clockwise direction.) 

Here are my final wires connected and ready to goI smoothed everything into the box and then mounted the sconce. Here is the final light. The cord is though the headboard and in the back, if I was mounting it on a wall it would hang straight down.And here it is in action!  Not too hard to do, for a great custom look!   I did add a switch to the line so we didn’t need to plug it in and out.  I don’t have any photos of that process since it was pretty straight forward.  If you are interested Family Handyman had the best tutorial I could find.  Or just get a cord with a switch built in. 

Please keep in mind I am not a licensed electrician so follow this tutorial at your own risk.  You should always consult an electrician if you are ever not sure of what you are doing!  Rules and codes in your area may be different.