[link] This was shot with a basic compact flourescent light and a clamp lamp that i bought at the hardware store... The light I used here was a 200 watt equivalent but it was around $10 for the bulb alone. Wattage at leas is low so you don't have to buy a super expensive lamp to put it into. Sources of light can be endless as Fallis said, it's more about positioning and figuring out what looks interesting.
Do you know what "low key" lighting is? It is a form of lighting that is primarily used with nudes or portraits and it is pretty dramatic. Low key nude: [link] low key portrait: [link] In low key lighting, you usually use a black backdrop and the lights are located farther back than the model, so that the shadows fall on the front of the model..
You can't do that outside. To really do dramatic lighting, you need lights. If you can only shoot outside, you are pretty much going to have to rely on sunrises and sunsets to get anything remotely resembling dramatic lighting. The light is fairly stark then. 15 minutes later, it gets softer.