I'm sorry, I couldn't help but giggle.
The lights in my house are all fluorescent, best light for a Pinky shoot-out. I set my camera to no flash and use auto settings, ISO auto (strangely, ISO 100 never works with fluorescent lights; my camera is retarded), macro mode. So far most of my Pinky photos turn out great, but mediocre because my camera is an old Olympus model.

It all depends, actually. Different cameras capture different pictures when the setting/lighting is constant.

(the Pinky picture I use as an avvie was taken in school, horrible tungsten lights)

i usually just use a normal yellow bulb but use my white balance settings to get the proper colors 

For indoor shots you can also use a light tent to get soft, diffused light. You can buy one from most camera accessories shops or websites. Or you can even DIY one yourself with some effort.

This is a -really- cheap & dirty fix for taking a few indoor shots. I've actually never tried it with Pinkys specficially, but I have with other toys.

If you're in a darkish room and need to rely on the flash, but you don't want things to look yellow or washed out, put a piece of white paper over the flash on your camera. It'll diffuse it slighly and whiten and "clean up" the light.

You can also put your finger over the flash for a moody red tone.

Honestly I'd just rather take photos outdoors in the daylight. Not too much direct light of course, but in a covered area the lighting comes out perfect.

There's a little tutorial I've found for taking indoor photos -- I use it for BJD's and it works well for Pinkys too. Though obviously you can use a box of a smaller scale if all you're going to be using it for is pinky photos. :)

http://strobist.blogspot.com/2006/07/how-to-diy-10-macro-photo-studio.html

I am accustomed to doing photographies and my advice is that you use an artificial light that you could manipulate.

For example, you can use the flash of your camera, but do not put the automatic one, proof with options of flash.

Or also you can use a light of lantern, lamp or bulb that illuminates the scene as you want.

They are small tricks, I say it to you for experience, since many photos that I have done to my pinkys have been bad. 

i always prefer a white light. it's the same if I'm outside, i prefer to take pictures on a cloudy, overcast day rather then a sunny day.
you can get lamps that simulate natural daylight. 

You can find an excellent tutorial on lighting for miniature figure photography here:

http://www.happysoda.com/archives/88

Like the tutorial above shows, using any long white surface to reflect lights will even the balance of light out. Even when you are outside, it's nice to consider carrying something around (like a piece of bright white cardboard or something) so you can even out the dark shadows on the side of the figure.

But maybe I don't know what I'm talking about lol >.>... I had to do some internship stuff with lighting though x_x.

actually it's a good idea    I've used a compact mirror to shine some light on my Pinkies 

Aha yeah, mirrors. I just don't like using them cause they can be bright or accidentally go in your eyes T_T.

i use to take photos on  natural light, the others are so darks or so clears!!!
the sun's one is the best, no doubt