The way in which we choose to light is one of the best ways to define our artistic voice. A good place to start is by identifying if you are drawn to higher contrast images or softer, tonal images and the preferred amount of gradation. Identify if you prefer light that wraps around with a lot of transition from light to dark, or an abrupt change from the highlights and shadows with punchy contrast. From there, play with a number of different modifiers to see which feels right with your body of work and then make the plunge.
Below are examples of four different lighting modifiers. The light was kept in the same place while the model stayed the same distance away.