There are certain placeables from the CEP set (some of which we employ, as I recall) that cast light when "activated".
Other than that, the only solution I've come across is to use an object, invisible or otherwise, with an onSpawn script that applies a permanent Light effect to it. The radius of the effect is fixed, dependent on the type of effect.
What most people do, however, if they don't need the light to be coming from the object itself, is to simply alter the lighting of the tile on which the placeable light source rests.
Cheers!