Once you start trying to control where the light falls, the array of light fixtures is positively amazing; everthing from 250 watt practicals that cost $1.99 to 20K fresnels costing thousands of dollars. My personal kit consists of a small variety of softboxes, small focusable fixtures, and larger open face light. Since you live in NYC you should go to B&H Photo and Barbizon to have a look around. If you use your imagination, there's a lot that you can do with Home Depot fixtures. A lot of the fixtures common today started off as "home made" specialty gadgets.
A cheap video camera and good light will nearlyalways look better than an expensive camera and crappy light. Have fun!
-T.C.

