Filmmaking is an orchestration of various elements that brings about the desired result, your story literally brought to life. Screenplay, crew, actors, location, camera, lighting, sound, and editing are all working together to bring you the finished product. One literally cannot do without the other. Lighting however is what makes your production look professional and if you are looking to actually market your film you want it to be as professional as possible.
There are many professional lights kits on the market and many of them are quite reasonable, but in many cases they are not necessarily needed. You can make your own light kit with a few things that can be purchased at the local hardware store. There are lights found at the hardware store used in garage repair shops that are metal and that have a high reflectance. These come with clips at the end and can be clipped and moved wherever you might need them. These are great to use and you can use a number of different bulbs that will give different wattage and color.
The next items you must have in great numbers are extension cords. These will be used in every other part of your filmmaking, but you really need them with setting up your lights. Another very useful tool would be old sheet music stands or something similar that has a 3 leg stand that can be raised and lowered. These can either hold the clip-on lights or a light diffusion material of some sort. You will also need white board for white balancing your camera before you shoot, also white boards can be used as bounce cards for bouncing light back on a subject.
The last thing in your light kit will be some sort of diffusing material. That can be any gauzy white material that the light will pass through. You can use your stands with binder clips on them to clip the material too. Shine your light through the material and this in turn will diffuse the light on the subject keeping it from being to bright or "hot" as they say in the business.
A consideration that most people starting out with lighting don't consider is that light comes in different colors. Only when you start using a camera do you find this out. If you shoot in a room at night and you have only the interior lights to use, you may find the overall color of the light will be a little yellow. This is because the bulb lights in your house are Tungsten light and these give off a yellowish cast. Fluorescent lights give of a greenish cast that is quite unattractive, so if you film in an office building then that is a consideration as will. Outside light is blue light and while you always want natural light, things may be a little too blue for you, especially when you shoot in the shade.
The absolute best time to shoot, to get that magical quality, is that time right before the sunset. The sun is hanging low and directly on the faces of the subjects and gives everything a Carmel colored warm glow. The only drawback here is that the sun sets quickly so have everything ready in anticipation of shooting the final minutes before the sun set. Look at things at this time of day during late spring or in the summer and you will see what I am talking about.
The first thing to learn is the three-point lighting set up. This is a standard lighting technique used by professional photographers, television taping, and shooting film. This consists of three things: a key light to shine on the subject, a fill light to fill in the shadow created by the key light, and a backlight or kicker to use behind the subject to add dimension the subject. You will use variations of the 3-point lighting set-up in most work you do. I advise strongly that you practice this lighting set-up and shoot it to see how effectively it works. You will have to move the lights a little here and there to get the desired effect but this is the must useful lighting strategy that there is.
It is always good to use natural lighting whenever possible. Always remember that high noon is usually a harsh lighting situation and will cast unflattering shadows under the eyes and nose of the subject making them appear tired. You will have to use a light low down on the ground to counter-act this effect. Also anytime you light a subject from the ground as opposed to above the subject, you will get an eerie spooky effect that can be used in moments of suspense. If you are not looking for this effect though it might be disturbing to viewers.
This is lighting in a nutshell and I would highly recommend that you take some production classes in order to practice and get some tips on lighting.