While natural lighting can often work well, to get consistently good results you need to take control of the lighting of your videos. Read moreFor many situations -- particularly for indoor shoots -- the "3-point system" is used. That is, light sources from three different angles are directed toward the subject.
Five Basic Lighting Principles is a great video from Chuck Peters of Digital Juice that describes basic, 3-point lighting technique, creating/controlling the emotional impact via lighting, how to light 'difficult' subjects (e.g., people with glasses) and other useful tips.
Professional lighting gear can cost an arm and a leg, but the non-professional video enthusiast can find readily available materials and equipment to light the subject and scene inexpensively. In Cheap Video Lighting Solutions, Tom Skowronski from videomaker provides a quick demonstration of the use of such things as work lights, China lanterns, and shower curtains to addresss the problem effectively and inexpensively.