A lot of time it's cheaper to just buy an extension cord than it is to buy a special cable and the plug. Just cut off the female end and strip the wires on that end. I can usually find 2 prong extension cords for about a dollar, a cord with a grounding prong will be more expensive but still under $10 for a short cord.
I'd make a simple plywood box to cover the base of the lamp it's not usually a good idea to have wire connections hanging out where someone could touch them. If it were my project I'd put a 75 cent light switch in the box so I could just reach up and flip on the light there, rather than fumbling around with the switch on the cord. It would be easy enough to put that same 75 cent light switch in line with the extension cord in some kind of enclosure as well. The key will be to cover any terminals, you don't want to touch a hot wire by mistake.
If you're not into following electrical code you will be just fine with a polarized two prong plug, the ground is really unnecessary for operation of the light and doesn't make the lamp any more safe under normal circumstances, the ground only protects you if there is a fault where the hot wire touces the metal housing of the lamp. A properly wired lamp should never have this problem, if for some reason you did get current flowing through the base of the lamp you could get a shock but it wouldn't be enough to kill most people, it would hurt a good amount though. It's your call, how confident are you that you can wire the lamp properly, how confident are you that there will never be any circumstances where the hot wire may come in contact with the metal on the lamp?
Just to confuse you even more, in older construction homes didn't have 3 prong receptacles, many homes (including the one I own) have 3 prong recepticals where the ground prong isn't grounded at the fuse box. Current code allows installation of a GFCI outlet to protect from shocking hazard instead of grounding. You could replace the outlet you want to plug your lamp into with a GFCI outlet and use a two prong cord safely.
The lamp does have a metal housing right? If it's not metal you don't need to ground it at all.