This question appears in filmmaking forums with reasonable frequency, and there have been a few good general answers from anonymous posters on rec.arts.movies.production.
One DOP says, “Light effects are a relation between the light source and the film. For example, a nice orange effect can be created by using tungsten light with daylight balanced film. Or a blue effect by using HMI lights with tungsten balanced film. Green effects are most often achieved by using non-balanced fluorescent lights (meaning fluorescent lights not intended for film/TV production). Or if you are using tungsten lights with tungsten balanced film, use a blue Gel on the light to make it blue. Same with HMI/ daylight (orange gel to make it orange) or green gel on some lights to make it green.” Another continues, “A high speed film(look into Kodak’s vision series), lots of tungsten and maybe at least on 1200 PAR HMI for those tough spots you’re bound to get yourself into. That being said it all depends on the look you’re going for. Vision stock probably won’t give you the contrasts and sharpness you’d find in a 50 or 100 ASA motion picture stock. And HMI gives you the power to play with a wider scene unless you have a large number of small fixtures.”
Another user adds, “A lighting man I know of said that it is possible to buy “work lamps” from local DIY stores etc. These have bulbs of 500 watts so if you want lots of lights in your shot, this is a cheap way of doing that. They cost about $20 each.
Another tip is look at a similar scene to the one you are working on in another film, and simply match their lighting using cheaper sources of light. Go in closer. Don’t have huge sets that need lots of light. Learn from the film noir techniques of old and learn to utilize your creative, artistic imagination! That doesn’t cost anything at all!”
Tomas Lewis has written a great tutorial on the essentials of lighting for DV, which can be found at the Media Ed web site.