This filter is a wonderful filter and I have been able to achieve some amazing effects using it. Yet there are a couple of improvements that could be made.
First when applying the filter you get a dialog box that has a preview with the ability to adjust settings and where the lights are placed. This would be easier to use if the preview was larger or better yet full screen like you see with the Lens Correction or Liquefy filters.
Secondly, unless I am applying a lighting only to one layer I like to apply it last to the overall picture by creating a layer and choosing "Apply Image." Yet after I finalize the lighting I realize that I need to correct a mistake or make a change and I must make the change then go through the process again to apply the lighting. It would be wonderful to be able to use the lighting filter as am adjustment layer or something similar. Thus as you are creating and working with the photo you can adjust the lighting as you go and see the effects as you create.