Gels are used all the time. Every grip cart I have ever seen is loaded with them. I keep several rolls of over a dozen flavors in my kit at all times. They are a transparent material - usually polycarbonate or polyester - used to add color to lights or diffuse or soften the lights. The two main suppliers are Roscoe and Lee.

http://www.stagetechnology.com/catalog.cfm
http://www.filmandvideolighting.com/leegels.html

http://cinemasupplies.stores.yahoo.net/rosliggel.html
http://cinemasupplies.stores.yahoo.net/rolige.html
http://www.prolightingsupplies.com/gels.htm

For a nice beginning light kit I recommend:
A couple of work light with stands from any home improvement store.
Five or six ?scoop lights? - those clamp on work light with the silver reflector.
Three or four pieces of foamcore from any art supply store to use to bounce the light.
Two or three paper lanterns that you can get at Ikea. I hook each one to a dimmer (home improvement store again) to get better control.
Some colored gels (check on line or if there is a small theater in your town they often have extras) and some black wrap. Check ?url? http://www.studiodepot.com/store/?/url?

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The aim of an argument or discussion should not be victory, but progress.
Joseph Joubert, essayist (1754-1824)

Great, thanks. That helps out quite a bit. I'm very serious about all of this, and the last thing I want is for my first film to look like a crappy home video.

I have another question here. I know that when a camera is shooting in low light, it's 'gain circuits kick in', which causes a grainy look in the image. Is it possible with a decent prosumer or pro camera to turn this feature off? Or is it a feature at all, vs something that just is and always will be? I'm just curious because I plan to use a lot of moody lighting where there is a large contrast between the light and dark areas, and I'm just worried that the gain will cause the darkest spots to appear grainy instead of just pure black. I would prefer the camera to record areas that are too dark as a nice, solid, dark color, instead of trying to lighten the damn thing up.

'In the life that man creates for himself, he too, creates his demise... and his legacy.'

quote:

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I know that when a camera is shooting in low light, it's 'gain circuits kick in', which causes a grainy look in the image. Is it possible with a decent prosumer or pro camera to turn this feature off?

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Yes. You're a bit stuck without that ability.

Note that on newer cameras gain is fairly noise-free, so it's not such a issue. Using 9db of gain on my Z1 is pretty much invisible.

Okay, that's very reassuring. I certainly appreciate the help.

'In the life that man creates for himself, he too, creates his demise... and his legacy.'