Couple of important tips when doing lighting in Blender, taken from the current book I’m reading:

1. The wrong lighting will ruin a shot, regardless of how fantastic your modelling and surfacing.
2. If you can light a scene effectively without any custom surfacing, you know you have done it right. If you can convey the mood and setting of the scene properly through the lightning alone, then your job is almost done.
3. Do your lighting first, and make it good.