Suspend enough lights overhead to fully light the entire set area. Equip them with independent switches so you can lighten and darken areas of the background. This will not only help accentuate background areas in close-up shots, it will save electricity by letting you turn off the overhead lights you don't need.
Place lights on either side of the set at your characters' eye-level. These so-called "fill lights" will eliminate most of the shadows cast by the overhead lights. Use independent switches on these lights, too.
Place a low-intensity light in front of and below your characters. As most of your shots will be close- ups, the lights themselves won't be visible. You can mount the lights directly beneath the camera lens for wide-angle shots.
Place gels, colored transparent sheets, in front of your lights to "heat" a scene with reds and yellows or "cool" it with blues and greens. Use gels sparingly, however -- unless you are creating special mood scenes, your film will look best if it's brightly lit.