I have found the Spotlight is the best one to play with, lots of possibilities.
I generally use three point lighting.

I.E.
1. One overhead or main direction. (Shadows turned on)
2. One Backlight to soften shadowed edges (Can be coloured to match Object - using low Intensity - No Shadows)
3. One Parallel to object to be lit (Low Intensity - No Shadows)

You can map an image to the spotlight to give interesting effects and shadows. (Simulate a cloud casting a shadow etc)

The Best thing to do is to select the Light and use
---- Panels/Look Through Selected ---
to see what objects are iluminated by it. You can then control your lighting a lot more effectivley.

I hope this helps