lights in yafray are treated differently than with the internal renderer. energy and distance are crucial. also raytracing settings, and raydepth can make a big difference, especially with reflective objects. also, point lights and spotlights require different setup, as point lights seem to be much brighter.
in the rendering setup buttons, set the renderer to yafray, then you will have a couple of tabs behind the render tab, which say ‘yafray’ and ‘yafray GI’. turn off the button on the yafray tab that says ‘.xml’, and on the yafray Gi tab, turn on your GI method ( sky dome or full ) and set the quality too. that should do it, unless i have forgotten something. i hardly ever bother with GI, i am too impatient. raytracing is slow enough for me!