Haven't seen this thread before....just want to tell you want lights i've used.
one Spot-Light at the Top right, which caused the shadows. Color is white, intensity is 1.5 or something like that.
Than another light at the bottom-left. Light blue with an intensity of 0.5 (no shadows, because to many shadows are a No-No in CG for me)
and again a point light with a light orange touch on the bottom right with an intensity of .75
It's not the best light setup, but works quite well for modelling and testrendering.