Lighting

Entities

light — a simple omni-directional light
light_environment — light from the sky
light_spot — a stationary spotlight
light_dynamic — a combination point light and spotlight that can be moved, turned, and adjusted
env_particlelight — only lights particles (such as those produced by env_smokestack)
point_spotlight — a moveable spotlight glow, with optional dynamic light
env_sun — visual effect of the sun in the sky; does not actually provide light
npc_spotlight — a spotlight that's also an NPC

Naming a light makes it more expensive. Only name lights when you need to. Multiple lights sharing the same name cheaper than lights with seperate names.
light_dynamic is especially expensive, and will not even show up on some systems
The basic light entities do not come with a visible representation (eg, a lightbulb). For that you need a prop. See HL2 light props for a list.
The basic light entities do not come with a "glow" as you'd expect to see in a foggy or misty area. To provide this, add a point_spotlight (with dynamic lighting off unless needed) or an env_lightglow.
Maps will not be lit unless you run vrad (or equivalent). Vrad will not run properly unless the level is free of leaks.