Light in a home that approaches the qualities of sunlight can definitely improve your moods and actually improve your general health. Studies about lighting have shown that the spectrum of the light around us, the actual wavelengths of light, are important and natural fluctuations in intensity can create a stimulating environment. There are several ways to achieve this.
The choice of your light bulbs themselves can make a difference. In the first photo you see me visiting the Sylvania's lighting centre where we compared standing in two identical rooms, one with 'daylight' fluorescent bulbs and the other with 'designer' fluorescent bulbs. The designer bulbs provide the full colour spectrum of the sun. They come in both fluorescent and regular incandescent bulbs. Since I discovered these little blue bulbs, I will put nothing else in my office. I see things better and I feel better.
Skylights are always a way to get more natural light and get the fluctuations that come with cloud movement. However in a cold climate you have to pay careful attention to skylight installation details to avoid condensation problems.
Light wells, as shown in the other two photos above can bring down natural light and variation from the roof to any room or area in the house. Although you don't see the sky through a light well, you do get full spectrum natural light. These are particularly useful in stairwells and hallways as part of natural daytime lighting.
Well placed mirrors can also serve to bounce natural light deep back into a home, especially in the winter time when the sun is far lower and already projecting a bit further back beyond your windows. The mirror can light up a back wall part of the day even give you that movement of light from one side to the other as the day progresses. Variations are part of what the human body reacts positively to. Place the mirror on a side wall near a window and angle it up to catch the sun and project it where you want it.
It is interesting that the Japanese are having success in improving office environments by varying air temperature, air movement, smells and lights in a random way through the day -- all in a totally enclosed environment.
When we live or work partially underground in basements we are generally quite limited as to how much natural light we can get because the windows are so small or even covered on the outside. Light wells can extend into the basement and we can use designer bulbs, but it is also possible to install full sized windows in a basement giving an incredible sense of openness and light. If you want to install full sized window wells in a cold climate you have to pay careful attention to installation details to avoid frost heaving problems.