I did some research on this years ago, and overwintered some trees inside under grow lights before I moved to my winter greenhouse setup. I was trying to go as cheap as possible at that time, and I went with an array (~8) of round metal hanging light fixtures from walmart, using compact flourescent bulbs (the spiral bulbs). This was before LEDs were affordable.
These days, the most efficient lights in terms of lumens per watt are LEDs. If you have your plants in an area that is already heated, like inside a room of your house, then this seems like the best solution as you won't need the waste heat to keep the plants warm.
The other extreme is metal halide or high pressure sodium (HPS). These are put out a ton of light, and also a ton of heat. If you need the waste heat to keep the room/plants warm, these might be a good option so you don't need a ton of fixtures. There's a risk of burning your plants or worse a fire if things get too close or fall over.
Flourescent lights are probably in between these two extremes, they put out a decent amount of heat but not enough to worry about burning the plants or starting fires. CFL bulbs are dirt cheap, and you can also get very densely packed tube fixtures specifically for growing plants.
Once you decide on a light source, the next thing is to ensure that the root zone is warm enough (>55F but higher is better up to 85F). If the roots are cold they won't transport water & nutrients up and you'll get what they call 'winter leaf drop'. You can check soil temps with a cheap digital meat thermometer if you're concerned about it. I found one for $10, worth every penny.
The last concern, that maybe I'm blowing out of proportion, is that neighbors/police might think you are growing weed. I have always worried that one day the cops will kick my greenhouse door in and take all my citrus trees rather than admit their mistake.
