A crucial technique to succesfull lighting is the process of light linking. The process of simulating reflected light is very much achieved by exclusively associating lights with objects. Yet new lights are automatically linked to all surfaces in the scene.

Light linking is accomplished in the Relationshp Editor. You can choose to use either light or object centric mode. In the image below we see Object Centric mode, where one selects a single object in the left column and can then see which lights are linked to that surface. To make/break links, just click a light in the right column. Unfortunately, this window does not allow you to select more than one object at a time. To do this, you must select the objects and lights manually then use Lighting/Shading -> Make Light Links (or Break...).

Workflow Example: say you have a scene with hundreds of surfaces and scores of lights. You then create a new light to act as a bounce light onto a character. Therefore you need to unlink the light from all surfaces in the scene except the character. Do not use the Relationship Editor to do this unless you have a lot of time to kill. Select the light then use Lighting/Shading -> Select Objects Illuminted by Light. This will select all the objects in the scene, but will deselect the light. Now shift select the light and use Lighting/Shading -> Break Light Links. Now the light is not illuminating anything. Now select the character, shift select the light, then use Lighting/Shading -> Make Light Links.