If you want lighting to be attached to the ceiling in a room with a vaulted ceiling, you need lighting fixtures with a long drop. This means using a fixture such as a chandelier or a pendant light on a very long chain. The goal is to get the lighting fixture close enough to the ground so that you can clean it and change the bulbs without having to bring in something larger than a stepladder to reach the fixture. The light should reach the height of an average ceiling.
If you decide to use lighting fixtures that are higher up in the room, you'll need efficient sources of light. This means choosing bulbs that throw a high amount of light while consuming the least amount of energy. The longer the bulbs last, the less often you have to go through the process of accessing the fixtures, which can be difficult. Changing bulbs can sometimes require special tools, ladders or other equipment, which for most people is a hassle worth trying to avoid as often as possible.
A vaulted ceiling with exposed beams is an attractive architectural feature. The right lighting draws visual focus to these features and makes them look their best. Spotlights installed in a room can be used to light exposed beams in a vaulted ceiling to make full use of their visual appeal. Other supplemental lighting sources will be necessary to actually light the usable portion of the room, as the light from the spotlights will be directed upwards.
If possible architecturally, natural light can look spectacular in a vaulted room. Tall windows or a skylight are options worth considering. Ideally, take these types of lighting solutions into consideration during the design phase, as retrofitting a home with a skylight is often costly and difficult. If you do want to install a skylight after the home has been built, be sure to consult a professional. Sections of the roof might need strengthening to compensate for the installation of the skylights.