We need more details. What is your budget? Size of closet, your security, etc... If you want a cheap light you can get a 400Watt HPS for $119.00 from HTGSupply.com. You can also do this with CFL, which you may want to use if space is an issue.. Just give us more info.. we will surely help.. you way want to check out my SEEDKING First grow thread, I was in the same situation.. First grow in a closet, etc..

http://boards.cannabis.com/showthread.php?t=32257