Put objects and lights on same scene layer. Set render layer to render only that particular layer via the buttons under the heading “Layer:” in the render properties pannel.
Alternately you can assign the light or lights to a group via Ctrl+G tehn assign the render layer containing the object(s) on the render layer (across one or multiple scene layers) to render lighted by that group only via the field labled “Light:” which is also located on the render properties pannel just below the render layer set-up buttons.
Lights can also be set to render only objects on the layer/layers that they reside on via the “This layer only” check box on the lights properties pannel.
All of these different options have their place and time to be used but are not necessarilly interchangible as you begin to exploire more advanced compositing techniques.
These options are a bit faster than using exclusive light groups on a per materiasl basis because you have to enable that option for every material assigned to that object, on that layer, blah, blah, blah…