Work Light Hacking
A common source of inexpensive light (other than the sun) are these hardware store work lights. These blasters of illumination come in a pairs of 500w beasties (a 250w version is also available) that sit together on a metal stand. You can easily find them, and they are pretty popular across the web for lighting a microbudget set. I don't think they work for all applications (nothing does), but are very good for specific things. In the above video I share that purpose, as well as some simple tweaks that make these lamps more versatile and practical.
UPDATE! Please read the follow-up post: Be Safe! Work Light Screen. It's very important.