I tend to prefer lighting that is either very natural or highly stylized. I'm not terribly interested in the flat middle ground, I want it to be on one end of the spectrum or the other.
These nature shots by William Neil really work for me since they are both natural and stylized. The shadows cast by the mountains shot at just the right time of day highlight the golden hues along the edge of the ridge, much like a high key portrait of a person.
In this one, Neill uses very high contrast and reflections to achieve an otherworldly look in a completely natural setting.
I've always liked the over-the-top dramatic lighting of the film noir style, and Spielberg seemed to be taking his cues from those aesthetics for much of Schindler's List. Here, he uses deep shadows to frame up the primary subjects so that there's no question as to what's important within the frame. The use of black and white film here adds to the ethos of the piece, and in my opinion gives weight to the seriousness of the subject matter.
David Fincher's films generally have very moody lighting. In these two shots from Se7en, again we see a low key resulting in strong shadows on one side of the subject's face. Fincher's movies seem to take place in a world where nothing else outside of the plot is happening, which I think helps keep the audience focused on the story. I believe lighting does a lot to help achieve that tone.
This screen grab from Pan's Labyrinth is beautiful, but it belies the ugliness that takes up much of the film. Here, the subject is looking up and toward the light, perhaps symbolic of her desire to escape from the circumstances of the plot.
Children of Men takes place in a dystopian future England where humanity is one generation away from total extinction, and the lighting and color in the film reflect that atmosphere. The exteriors look mostly naturalistic, but the sky is always dreary and wet and the greens of the countryside are lush like a jungle; like the proverbial wilderness waiting in the wings to encroach upon our cities once mankind is gone.
Finally, we have Bergman's Virgin Spring, a beautiful and powerfully moving film, albiet a very tragic and sad one. The characters are strongly lit and the shadows are often impenetrably deep, hinting at the darkness that lies in the hearts of man and at the heart of the story. In the lower screen cap, the lighting on the daughter is soft and white, making her seem innocent and cherubic. By contrast, her father has his face partially hidden in the shadows, suggesting that he knows of things that she does not that weigh heavily on his soul, and possibly foreshadowing the events of the film.