There are almost limitless possibilities here. I have some great professional low cost lighting solutions in the main lighting section of this book, but for those on a near-zero budget, here are a few things to consider.
There are almost limitless things you can do with natural light, you just need to know how to use it. It's actually not much different to working with artificial lighting, you just need to move your subject to suit the environment, rather than move the lighting. It's somewhat more restrictive, yet also allows more freedom because you can move around more easily.