I light as I go, unless I have a mental image of where the lights are going to be anyway, in which case I just keep blocking out and light later.
Especially with the orange textures method, lighting would just keep one from laying the sma-- brushes down. Hence lighting is done later.
http://kneedeepinthedoomed.wordpress.com/2010/11/15/orange-mapping-part-2/
http://kneedeepinthedoomed.wordpress.com/2010/11/16/orange-mapping-part-3/
When doing stuff like base corridors that have light fixtures built in, like this:
http://kneedeepinthedoomed.files.wordpress.com/2010/08/ofcourse.jpg
I use copy&paste&rotate with the actual lights selected as well, ie I move lights together with brushes.
Sometimes I use just sunlight or just torches, which I usually put in so I can get an idea of the "feeling" and tweak later.
So I guess it's dependant on situation. I don't think there is a "right way".