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Few which I know are:

  1. Light bulbs with umbrellas.
  2. External flash.

I have also heard about reflectors and diffusers. Under which conditions should they be preferred? What are the other artificial light sources which I have missed here?

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There are several different questions being answered here. The first one might be "what are the most common artificial light sources for photography?"

These would be flash and continuous. Breaking this out a bit:

Flash:

Small flash units: These come in all shapes and sizes from built into the camera to "speed lights" that attach to the camera's hotshoe. The distinguishing characteristics are that they are relatively low powered, can run on household batteries or even the camera battery, and are intended for relatively close range work. They are often integrated into the camera's exposure system with a technology such as TTL or ETTL, which allows for flash metering at the point of exposure through the lens.

Studio flash units (or "strobes", no matter how much some people dislike the term): These are typically independent of the camera manufacturers, require you to do your own metering, but have generally higher output capacities than the smaller units. They come in two varieties: Monolights, which have the power unit built in the same housing as the light, and Generator/Pack/Head lights that can be portable (luggable) but require separate units for the light head and the power-wrangling.

Continuous Light Sources:

As was mentioned earlier, room lights are continuous light sources. You can find bulbs that have specific color temperatures -- these typically plug into a normal screw-in light socket. A different category of continuous lights are ones specifically designed for professional work. These are often fluorescent, and may come as a cluster of corkscrew bulbs. They typically have a lower output than a similar-sized strobe. Finally, there are the top-end continuous lights like HMIs and kino flos. They are often called "hot lights".

Modifiers:

Because reflectors and diffusers were mentioned, here is a short bit on modifiers. For the most part, modifiers are what most people think of when they think about studio lights. They are used for "shaping" the light, as bare bulbs are seldom flattering. Categories are:

Softboxes

These are among the most often used mod because they help provide even light, soft shadows and can be folded up and carried with relative ease.

Octabanks are special cases of softboxes, and have an octagonal, rather than rectangular shape.

Shoot-through umbrellas are special cases of softboxes, as they are not enclosed from the back; they are translucent umbrellas that are placed between the light source and the subject. Many umbrellas serve the dual purpose of white/reflective and shoot-through.

Strip light. These are simply very narrow softboxes.

Reflectors

The most common reflector is parabolic in shape with reflective coating on the inside. These tend to focus the light, providing relatively hard light with fast drop-off.

Beauty dishes are special cases of reflectors because they reflect the light off a plate and then disperse it reflectively across the surface of the dish toward the subject. They produce a softer light than a reflector, but harder than any of the softbox mods. Dishes are used quite a bit in fashion and beauty photography. I've used one in some product photography with a diffusing sock.

Specialty Shapers

Barn doors are one of the most common of these. They are either two or four black pieces of metal on hinges that allow you to block the light from spilling where you don't need it.

Grids allow you to focus the light more narrowly than a reflector alone would. They come in various pitches, depending on how hard you want the light to look.

Oddities

A ring light is an indescribable something that goes in and out of fashion periodically. It is pretty much what it sounds like: A ring of lights that goes all the way around the lens. So the light source is exactly on plane and on center. This can provide fill to even out pore textures, but they are expensive and not frequently used.

Other Stuff

Although lighting is normally thought of in terms of lights, there are so many other things involved like reflectors, white cards, silks, flags, stands, booms, arms, clamps, gels ... the list goes on and on.

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The two main artificial light sources are flash (off-camera or not) and steady-state lighting (i.e. light 'bulbs'). The latter includes studio lighting and also regular room lighting, or even outdoor lighting like street lamps or floodlights. In a sub-category of its own is on-camera steady-state lighting such as a ring light.

Reflectors and diffusers are not light sources, rather they are a means of redirecting or modifying the light from a source.

Umbrellas can be used as both a diffuser and a reflector, depending on what material they are and how they are positioned - a translucent material with the 'point' of the umbrella towards the model is a diffuser, whereas a reflective material with the inside of the umbrella towards the model is a reflector. Umbrellas are not used exclusively with steady lighting - they are often used with flash as well.

There are other kinds of reflectors and diffusers used in the studio, such as beauty dishes and softboxes.

Modifying the light is not the exclusive preserve of the studio, however. Disc reflectors and diffusers are actually more often used with sunlight rather than artificial light. Often the most dramatic and aesthetically pleasing shots are taken into the light. This causes exposure difficulties, however, as it means the front of the subject is in shadow. A simple reflector held in front of the subject bounces the light onto them, solving the problem. This can be a 'proper' photographic reflector or something as simple as a piece of white card.

Likewise, strong overhead sunlight can often cause exposure problems, with areas of intense brightness and deep shadow. A diffuser held between the sun and the subject softens the light (rather like a cloud) and creates better conditions for photographing them.

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By convention, any light not from the sun is 'artificial'. The main characteristics are size, duration and brightness. For size, think about the light leaving its source as rays. Do they all mostly come from one point or do they come from a wider area? The larger the source, the softer the light because the multiple paths arrive at the subject from different angles and fill in more shadows. A point source makes hard shadows. An overcast sky produces soft shadows. A long light source like a fluorescent tube with no reflector will produce both hard and soft shadows.

Duration affects the action stopping capability of the light more than anything else. Light also produces heat. Not normally a factor but I wouldn't suggest using a floodlight to shoot closeups of ice cream. A flash would be a better choice.

The brightness is fairly obvious. Bounced light is weaker than direct light. Remember that light falls off proportionally to the inverse square of the distance. Double the distance and quarter the light intensity.

Reflectors can spread or narrow a source, depending on their size and position relative the source and subject. Bounce a point source off an umbrella and the light is spread out. Bounce that wider light off a small mirror and you can make a spotlight.

Diffusers work like light spreading reflectors but are generally more efficient since they alter the light that passes through them and don't lengthen the light path. The size of the light source is equal to the size of the diffuser. Things like curtains can be pressed into service as either reflectors or diffusers.

Light bounces off everything. Watch for color shifts if the reflector is not neutral. This can be used to your advantage.

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