When you add lights, you can edit them for color, intensity, etc.  I usually enable soft shadows and turn down the shadow intensity.  This however will lengthen your render times.  You can also choose to have parts of your scene unaffected by certain lights.  And you can make your lights be visible objects.  Lastly you can adjust the fall off of lights.  Here in my screenshot of the light lab you can see that I have chosen ranged fall off.  My favorite kind.

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