I've printed all parts without support in the orientation that they are uploaded in. If you are a perfectionist, you could print the base with supports FROM BUILDPLATE ONLY so the filleted joints for the legs has support.
If you print with support everywhere your slicer will most likely fill the horizontal hole at the bottom of the base with supports.
The original design of the lamp is from a picture that has been floating around the internet for a long time and I just made a printable version of it.
I have tried to find the origin of the picture but to no avail, so if you are the original creator or know anything more about the picture, please let me know.