THE most effective is to get an image that already matches the group lighting . . .
barring that obvious stuff, if lighting is reversed, try reversing the image
if lighting is flat, you can add a spotlight from Ps (it used to be there, I have not used in a long time and not sure when it was started or if still in Ps CS6)
or locally (using a mask) selectively lighten or darken specific areas to match.
Probably other ways too; wait for more answers.
In this example, the Chinese gentleman was taken three weeks earlier in Shanghai, and in overcast daylight. There was some directional lighting on him, so the first thing I had to do was flip him horizontally to match the scene. Then contrast was increased, and several fairly radical Curves layers used to make him look like he was photographed at night. But the most significant work was done by diplicating the layer, and setting the Blend mode to Screen. This brightens things quite a bit, so a layer mask was added to the Screen layer, and the mask used to control where the bright bits were supposed to be. You could duplicate the Screen layer if you wanted bits to be even brighter. I forgot to say, that a fair bit of time went into the Dodge and Burn tools.
The background is a HDR taken in San Francisco of course.
Josh I had a relevant tutorial kicking about in the back of my mind, but it has taken me this long to track it down.
The site has heaps of better than average tutorials on producing good quality composites and image manipulations, and can be found at:
The tutorial I was thinking about can be found at:
This is the end result:
Have a look at this one as well, which looks specifically at how to light stock images into a realistic composite: