I posted this in the Lighting forum earlier, but figured I'd repost here as it offers insight for people starting out.
Since a lot of people are interested in shooting indie movies with little or no budget, I would definitely recommend checking out the DVD of Chris Nolan's first movie "Following". First off, the film itself is absolutely amazing. Second, there's a fantastic commentary track on the DVD where Nolan explains exactly how he shot the thing, with absolutely zero budget. He wrote and directed it, did all the camera work himself, and used ONLY natural lighting with no bounce or assistance (it helps that he shot it in London which is mainly overcast). The actors were his friends, and he shot it only on weekends over the course of a year. It's a remarkable movie, and the commentary track is definite MUST!