Lighting is vital for a colony. A colony might have a limited number of windows, so lighting would be required permanantly. Plants in greenhouses might need to be lit artificially to supplement natural light. Rovers must have headlamps for driving at night or during dust storms.
Types of lighting
Most lightbulbs on Earth are incandescent. Fire and stars produce light via incandescence. In an incandescent lightbulb a metal filiment (Usually tungsten, the only metal that can withstand the temperatures) is heated to around 3000C. A glass bulb is fitted around the filiment and the air evacuated or replaced by an inert gas, because the filiment would oxidize and burn.
Most plants require more sunlight than is available on the martian surface. Dust storms can also obscure the sun for months at a time. Artificial lighting is needed to at least augment the natural light.
Certain lights, emulating natural sunlight, are used to treat Seasonal Affective Disorder.