Anthanasius:  I agree with you for your scene.  In your scene, the light is being supplied by the exterior environment - the sun.  There is (for us, at least) only one sun, therefore only one light source, and IDL providing the rest of the illumination via bounces.

In my scene there are several visible light sources.  These should each produce shadows, though not as strong as in my original image.  I think the blur radius and samples on the lights is part of what I need to keep playing with.

TrekkieGrrrl:  Way Cool!  I'm going to go give that a shot right now.  Between this and the light settings I think I may get what I think I want!

I've attached the latest render - with the lights changed to have a blur radius of 1 (from 0) and the shadow samples to 32 (from 19).  It only took 2:24 to render (that's hours:minutes!) up from 20ish minutes for the first version.

I also adjusted the lamp_glass material to be 90% transparent and 5% (gamma corrected) diffuse white.  I'm not sure I'm liking the glass, but not sure how to fix it.  Maybe I need to reduce the intensity of the light some more?  Once I get the rest of the lights built I should still have enough light for the scene.

Thanks for all of the input.  I'll post another render later with an update.