You need to install an electrical box for each light fixture you plan to install. Light fixture boxes are round, and although you can get them in metal or plastic, plastic ones are preferable -- they are easier to install and naturally insulated. If you plan on hanging a heavy chandelier, however, you may need a stronger metal one. You generally nail the box to a rafter with the front extending past the wood a distance equal to the thickness of the ceiling material -- 1/2 inch for drywall. You can use metal strapping or blocks to center a box between rafters.
It's best to run the cables toward the wall that has the switch over the tops of the rafters and through 3/4-inch holes in the top plate of the wall. The cables should be stapled to the tops of the rafter and the sides of the studs in the switch wall with wire staples. Although you can use 14-gauge cable to wire a single light fixture, it's best to stick with 12-gauge wire to ensure that your wiring is never under-sized should you decide to add to the circuit. Punch out holes in the fixture and switch boxes and feed the cable through to complete the rough-in wiring.
Once the rough-in is complete, the drywall installers and painters can finish their jobs, and then you can mount the fixtures. To do this, you'll need an adapter for each one -- called a crossbar -- which screws to the electrical box and to which you can screw the fixture. Just before you finally mount it, however, you need to connect the wiring. The black cable and fixture wires go together, then the white wires and finally the bare ones. After twisting each pair together with pliers, screwing on a plastic wire cap ensures that the ends are insulated and the wire will stay together.
Before you can hook up a switch, you need to run a cable to the main panel or to a place where you can tie into an existing circuit, but it's safer to finish the switch wiring before you actually connect the power. The switch has two brass terminals, and the black circuit wire can go on either one of them. The black wire from the light goes on the other. The two white wires bypass the switch, so you should splice those together with a wire cap. The ground wires, twisted or crimped together, attach to the green ground terminal.