Elegant floor lamps, unique chandeliers, colorful table lamps, StarWars-themed lamps (no really!), white paper lanterns, art deco lamps... whatever your style, use lamps.
I've found that most lighting that comes standard with dorm rooms or apartments is just horrible. Instead, use multiple light sources throughout the room, instead of one glaring bare bulb overhead. It'll create a much more welcoming feel and a more personalized touch to the room (it's also much more flattering). More tips following.
Go to Goodwill and salvage two or three small lamps, maybe a floor lamp (you can personalize/update them by DIYing a new lampshade or mixing and matching styles). Set one by your bed, one by your doorway, and then anywhere else the light from those two won't reach. String lights are awesome too (men, this applies to you too)!
Images via Graham and Green, ApartmentTherapy (x2), Pinterest (light sabers potentially from Amazon?), Freshome, HGTV, Houzz, UonoDesigns, Michael Graydon, Wit and Whistle