OK, for lighting I'll try and give you some quick tips...
Figure A : Lights won't make a cone shape (unless you use certain blocks) because they cast light in a sphere shape. If you wan't the impression of a cone shape spotlight you have to fake it. A small light at the source (like a light fixture) and a larger light on the opposite surface (in this case, the floor). Make sure your light 'bulbs' aren't right on top of a surface.
Figure B : I see you have enclosed light fixtures on your ceiling. These should not cast light on the ceiling as if they were bare bulbs.
You want a bit of shadow surrounding the light fixtures. If your fixtures are blocks, move your lights up close to the block so it creates some shadow at the sides.
But if your light fixtures are models, the way to create shadows is to still put a block the size of the fixture there. Then select the surfaces of the block and set them all to 'none'. Invisible blocks don't block light, so you must set the flags to 'none', and it will become invisible and still block light.
Figure C : What if you have a ledge within your imaginary cone of light? You will need to add another light to make it appear the light is shining on the ledge too. Simple

To make the most realistic lighting, you must do all lights so the follow the light source. If it's a cone shape, your light for the ledge should be bigger than the source, but smaller than the floor in this case.
Figure D : This step is almost the most important step for good lighting. Ambient lighting. Notice how your areas of shadow are completly black and dark? You won't find this in real life. All those lights you have will reflect off walls and the floor, and while it may be dark, it won't be completely black.
There are 2 methods for creating the bit of light you need. As mentioned above, and what I do too, is create a light, and set its diameter large enough to reach all walls. Then set it's brightness to 10, 10, 10 for starters. if it's too bright, lower the numbers, and if it's too dark, raise the numbers.
Now look closely at Figure D... there's a ledge there, so you must use 2 lights. If you use only one up high, the underside will still be black. If you put only one down low, then the upper side of the ledge will be black shadows. If you use only one light right in the middle, odds are you'll be too dark on top of the ledge AND below it. So put one higher than the ledge, and one lower.
Now, chances are you'll need multiple lights as well depending on the shapes of your rooms.
Now for the second, and easiest method for ambient light. At the top of WED, go to FILE > Map Properties
Here you can set the level ambient. Again, start with, like 10, 10, 10. This method will make it so you don't have to use big ambient lights.
There is a trade off though. This will effect every room in your level. If you don't plan on having any super dark areas at all, it's an easy method. But if you want the ambient to be brighter in one room, you'll have to use lights again.
Just a quick note. When you make a change to the map properties, furst you must click SAVE to save your level and then reopen it. only THEN build your level again to see the changes.
Just placing lights, as you know, all you need to do is rebuild the level to see the changes. But not when setting map properties.
Hope this little 'tutorial' helps

- Jason