Creating a light source in Adobe photoshop helps to create so much more dimension to an illustration, and is suprisingly easily once you've learnt how.
I've tried many different techniques but this so far is the easiest method I've found.
First create a new layer, this should be over the top of your colours but under you line-art, if you have any.
Once you have a new layer select the 'polygon lasso tool'.
With the Polygon Lasso Tool create the shape you wish your light source to fill. Try and think about how it will interact with the surfaces it will hit.
Now you have your shape select the 'Gradient Tool' icon, head to the top slider and select your colour gradient. I usually go for clear on one side and my light source colour on the other.
Here think about what colour your light source would be. Eg under water blue, for the sun yellow, or artificial lights yellow to white.
Use the gradient tool on your selected area, the strongest part of the colour gradient should be closet to the the light source fading to the other side.
Depending on how strong or isolated you want your light source to be just adjust how much colour you lay down. I will use examples of this at the end.
Deselect your layer (Ctrl +D). Next head to your top menus, go to 'filter', 'blur' then select 'Guassian Blur'.
When the 'Gaussian Blur' box pops up use the slider to blur the light accordingly, further to the left will give you a more concentrated light source, to the right will make it more diffused (examples of the two at the end).
Now head over to your layers and use the 'Opacity' slider to change the strength of the light. Depending on the mood of your illustration you may want a dimmer or more powerful light.
Just bear in mind the stronger the light source is the less of the colour you will see underneath, sometimes less is more to give the illusion of realism, and to allow other colours to be present.
Adjust these channels until you are happy with the desired effect. Continue to add layers to create the rest of the light sources on your image.
For this piece it had 4 separate layers for each lamp.
Here is another example using blue tones instead of yellow and lower opacity and less diffused light source. Notice how it completely changes the feel of the image!
Well done if you've got this far and happy creating!