From BlenderWiki

Lamps

Blender comes equipped with five different lamp types, each with its own unique strengths and limitations. Here are the available lamps:

• Lamp is an omnidirectional point light source, similar to a light bulb.
• Spot is a directional point light source, similar to… a spot!
• Area is a source simulating area producing light, as windows, neons, TV screens…
• Hemi simulates a very wide and far away light source, like the sky.
• Sun simulates a very far away and punctual light source, like the sun.

You can add new lamps to a scene using the Add menu in the top header, or by using the add menu in the toolbox (Space » Add » Lamp), or ⇧ ShiftA.

Once added, a lamp’s position is indicated in the 3D View by a solid dot in a circle, but most types also feature dashed wire-frames that help describe their orientation and properties. While each type is represented differently, there are some visual indicators common to all of them:

Shadows

If shadows are enabled, an additional dashed circle is drawn around the solid circle. This makes it easier to quickly determine if a lamp has shadows enabled.

Vertical Height Marker

This is a dim grey line, which helps locate the lamp’s position relative to the global X-Y plane. The line’s transparency can be adjusted in the Theme section of the User Preferences window, with the Alpha value of the 3D View → Lamp item (if you use the default theme, you must make a copy of it to be able to modify this setting!).