Put 4 or 5 prims on the ground somewhere near from one another and enable the Light flag for all of them. Only the 3 closest to the avatar prims will render lightning, while the other ones will not. If you move around you will see lights turning on and off the closer / further the avatar gets to certain prims, which creates a really unrealistic lightning effect.
I don't have anything against limiting the number of lights casted at the same time, it helps with performance and older hardware very much. But I believe every user must to be able to set this limit manually to the number of lights they want (just like the maximum number of particles which can be rendered to someone). The limit of 3 lights at the same time is very annoying and we would really appreciate it if you could make this an editable setting soon.