are you looking for continuous or strobes?
continuous, I've found that the 300w clamp lights from wal-mart (like 9.95 a piece) work well with the "daylight balanced" CFL bulbs. I jury-rigged a softbox-type of enclosure for it with a 20x24 LEE diffusion gel over it. works for me as a main light.
I just do the same with 2-3 more lights(I have 5 of them total) with black cine-foil to make custom-shaped modifiers.(I've been using the same roll for going on a year, roughly $30 at a good camera store).
if you're looking for strobes, I'd recommend renting some different kinds first. dynalites are terrific, but you might prefer monolights(pack built into the head itself). So white lightnings, alien bees, or if you're feeling a bit spendy, the profoto compacts are probably the best of the lot IMO.
if you're feeling spendy that is .
speedlites work very well too. check out the strobist site. you might become addicted . the older METZ and Sunpak flashes with the proper AC adapters are nice, and recycle fast too. Modifiers are a DIY thing though. You can use the Softlighter(Annie L uses one just so you know) http://www.photekusa.com/Softlighter.html
. very nice lighting "like moonlight" from what some people say. IDK about that one, but I've never used one, just seen them in action on a few sets I've worked on. very nice light, and cheap compared to Elinchrom and Profoto umbrellas.
I'm rambling though.