It is advisable to have a small amount of light installed around the room, particularly in places where you use the bedroom or the bathroom the most. The reason for this is that it can create unpleasant smells in these areas when there are lots of lights on. If you want to avoid that, and especially if you have young children, then go for very soft lighting. You can still install a dimmer switch for the main room so that you can control how much light you require.
If you want to install lights on the wall, then use wires attached to them. Try and use low voltage lights so that there are no wires in the way. You can get cheap outlets to mount them to or you could use outlets that the regular light fittings come with. You may also be able to buy lights that use LED bulbs instead. These are considerably cheaper than incandescent bulbs, but they produce a lot of light for a relatively small size.
There are plenty of other options available for what you need to know about natural lighting. With some planning and research you can ensure that your home is at its most efficient today. Make sure that your electrical works are up to scratch before you start getting fancy.