Jesse - this may be well outside your puppet range, and quite possibly price range, but go have a look at some of the "interior" stuff on
http://www.transylvania-tv.com. The set is considerably larger, there are no human interactors, and the show has no connection whatsoever to the "real world", but lighting puppets is something I do know about from experience.
You'll definitely want a good rim light. The director there like it really "butch", and is also pushing the show to go more noir-style for the future.
We are using quite an assortment of instruments and controls there, obviously, and while it's not perfect (it is a weekend "pet project" for a group of us) it does make good use of puppets.
Oh, it's shot film-style.