If your room does not have a ceiling light, there are cheap and easy ways to light up your life short of ripping out the ceiling to install one. You may not have the convenience of having room illumination from a switch inside of the doorway, but the upside is that you have more control over the lighting and can make it more aesthetically pleasing as well.
Maximize the amount of natural light in the room. Pull back drapes and use sheers for privacy to allow diffuse daylight into the room and minimize the need for other interior light during the day.
Use a torchiere, which is a tall floor lamp that shines the light upward. The torchiere will bounce the light off the ceiling to produce an effect not dissimilar to a ceiling light. Paint the ceiling white or a light color for maximum effect.
Install a pendant lamp. Pendant lamps hang from the ceiling, but usually have their electric wire running through the chain or cord from which they hang. They can be suspended from a hook in the ceiling and plugged into a nearby outlet.
Place a table lamp so it can be plugged into a socket that is controlled by a wall switch. In many homes, if a room does not have a ceiling light, the wall switch near the door or entry way will control one of the outlets in the room. Plugging a regular table lamp into that socket will give you accessible light when you enter the room.