
Basic Blender Lighting
The purpose of this tutorial-esque thing is to show you how to create fairly realistic renders with a fairly "one size fits all" technique (if you're lazy, the technique can certainly be tweaked till the end of time for better results)

This is a default look for the Blender interface. If this is a surprise to you, this tutorial may be too advanced.

This is what the scene looks like from the default camera with
the default lighting.
Not all that exciting. That's what we should change.

To better demonstrate the lighting, I'm going to use this scene. It's just a plane with a ball floating over it.
Note the completely black shadow.
w00t.
The bets way to recreate real life is to study it. Let's do so.

Here's a picture of a sunny day. Check it out. Note how you can see everything, including places where the sun doesn't hit. This is for two reasons. First: The sun bounces off the ground, and that diffused light hits everything. Second, and more importantly, the sun, when going through the atmosphere, gets dispersed slightly. Some sunlight is scattered throughout the sky, illuminating that whole darn thing. Have you ever had to squint while looking up at the sky on an overcast day? This is a more obvious example of this. You have to squint because the clouds themselves are illuminating, and brightening the ground below. If they blocked the light completely, it would look like night below.
The way we simulate this "ambient light" from the sky is by using Ambient Occlusion.

Turn on Ambient Occlusion in the "World Buttons" tab, and by selecting it.

This is what our render looks like, now. Note that now the previously black shadow is illuminated (presumably by the sky) and that it's a bit darker directly beneath the ball, where the ball blocks more light from the sky from hitting the ground.
However, look at the picture below.

The first thing to note is the color.
Note specifically the box container in the background, and the cement. The non
sunlit areas are blue, and the sunlit areas are yellowish-reddish.
Why is this so? You probably already know. The sun usually gives off a warm light, and everything that's not lit by the sun is lit by something else. This something else is the sky. The sky is a giant light, bouncing around the light from the sun and diffusing it. The sky is blue. What we receive here on the ground is a blue ambient light, that washes over everything (except on cloudy days, when it's white, as the sky is gray, instead of blue. Makes sense).
Hey! Let's apply what we learned!

This is a gradient I'm going to use to light the scene. The sky is bluish, and the ground is grayish, and significantly darker, as the ground doesn't reflect all the light it receives, choosing instead to absorb some of it. Because it's mean.

Going straight from the "World Buttons" tab to the "Texture" tab, I'm going to create a new texture (look at the arrows. The whole process is kinda self explanatory) using the image I just made.

I'm going to go back to the World Buttons tab, and mapping the texture to the entire sky.

I'm going to set the texture as an "AngMap" (although sphere may work better), and tell the Ambient Occlusion to use the "Sky Texture". The Ambient Occlusion will now use the texture of the sky to illuminate the scene. Let's see what that looks like.

Ohhh! Quite a bit better! (I changed the angle of the sun for a better look at the shadow)

And this is what it looks like after changing the sun to a bit yellow-reddish. It really doesn't look all that great, but there's a reason.
The textures suck.

This is what it looks like with better textures. See? It's not all that bad. This is a pretty basic, all around lighting setup that can usually be used in most any outdoor situation (just messing with colors if you want the sky to be gray, or eliminating the sun)
In fact, a huge variety of moods and looks can be created from changing the position and color of the sun light.
Although really, since the sun isn't an infinitely small point, it really should have a softer shadow.

This increases the render time, but in the end can give a much more realistic, tangible look.
With these results you can do a lot.
The below images were rendered using only this technique.
Good luck!