In my opinion the best way to light fluids is a generic at minimum 2- at most 3- point lighting pass, the key light being the brightest(value of 1 is usually sufficient). This really depends on what direction the key light should be coming from. To composite, create RGB layer overrides on all 3 lights, one being red, one blue, one green. Blue can be the rim light, red the main key light, and 2 can be the fill light.That way you then have complete control of your fluid lighting in comp. Asssuming you know how to key the R G or B values. Color correct as needed. Also, be sure to atleast render out a 16bit float image…If it’s 8bit, the color correcting values will be limited and your fluid is most likely going to become flat. Careful when you set your settings to 16bit, if you continue to render a normal tif, or iff file, it will not actually be 16 bit. it needs to be type EXR, or uncompressed TIF. Render in Mental ray with ray tracing turned on. values of 1, 1, 2 is fine. For quick testing, set your aliasing to 0 and your fluid quality to 0.55. ( I actually end up keeping it at this setting because with quality too high it looks too smooth at times, I like the noisey feel)
Set real lights on, your self shadow depending on how light or dark u want the shadows. If you want them to have color, turn segmented shadows on and change the color of your shadow on the light. (render time takes awhile, but results are usually fantastic when enough shadow rays are set. One thing i do notice is that the fluid doesn’t really respect the light angle of the light when casted on the fluid itself. On geometry, it’s fine. It’s always usually a hard edge on the fluid itself… =\ Duncan? 
Also, the new lighting attributes included in maya 2012 makes this process a lot easier with the ambient lighting options. Love it Duncan. Keep improving that fluid container. 
thanks
-Dan