You can control which entities in your models cast shadows; you can also determine which ones are able to receive them. Case in point:
Recently, I needed an image of a traffic light that appeared to be lit up. I searched the 3D Warehouse and found a nice one uploaded by Manager. It appears to have been modeled by Andy Glucker and made available for free on FormFonts.com.
I used Styles to make a blue sky, set my Field of View to something wider than the default, dragged my modeling window into a long, wide rectangle, and aimed my camera up:
The green light should be lit up, so I colored it bright, light green. The red and amber lights got painted darker to increase the contrast between them and the green one:
To give it some definition and make it "pop" a little, I switched on shadows. There's a problem, though: lit-up faces shouldn't be able to receive shadows.
Uncheck Receive Shadows to tell faces not to let shadows fall on them.
No worries; I selected the green light, opened and expanded the Entity Info dialog box, and unchecked "Receive Shadows":
I also made sure the underside of the "eyebrow" over the lamp didn't receive a shadow. To make it look like it might be receiving greenish light, I painted it a green-tinted dark gray.
It's not a photo-rendering, but it works.