I've found that in Max, one omni-directional light and one sky light are a good combination. You use the omni as the primary light source, like a sun or nebula, and the sky as the ambient lighting from surrounding stars or other bits of the environment.
Example picture posted.
Edit: I used the same combination to create my Genesis style render in my thread.
I use a similar technique in poser, taking a cue from star trek, I use a very bright spot for any visible light source, like a star, and dim omni lights to cover the rest of the ship.
in this image, the background is a screencap out of Celestia, so I knew exactly where the sun was, and placed a white spot in it's approximate location, and I put a dim omni behind the camera so that you could still make out details in what would be the shadow of the ships, to top it off, using a little geometry and some guesswork, I placed an orange spotlight to simulate the Mars-shine.
I used the same technique in my sig.
