Your response definitely changes with your location and your home layout. For me, the family is in 4 different rooms on 2 different floors. There is no way you get everyone into one room without moving through the house ... not even 2 rooms. Police, even though I live in the cities the response time is usually like 20min at best. In the number of times they've been called they have yet to get their in time to do anything other than fill out the paperwork.
Staying with the original question of lights on or off if you need to move through the house ... for me it's lights on. Not just flicking everything on at random but when you reach the area of the disturbance, yep, on go the lights. You need to know your target and the threat. I'm not about to risk shooting my son who "I'm sure was in his room" or the neighbor or extended family member who happened, for whatever reason, to enter my home, ... or even the neighbors kid who broke in to steal my 'valuables'. As much as it would irk me to be robbed by the neighborhood punk, shooting one of my neighbors kids is really high on the list of things I never want to do and that is probably the most realistic break in I would have.
597 VTR, because there's so many cans and so little time!