With Thieves, I know they spent a lot of time working on the the design of the lighting with the use of hardware store purchases and an internet education that served them well. I cannot say how amazed I am that they made this short film with almost no budget.
Other films that have a larger budget can spend much more time and money on their lighting. In Michigan, there are several locations to rent lighting and camera equipment. In other states, you can use services like Camera Rental Miami to find equipment rentals to fit your budget.
When making an independent film, lighting is just as important as any major budget release and should always be considered.