As a photographer, I absolutely love to use natural lighting! It is something many people forget, especially when they have their DSLR, point and shoot, etc.. always on Auto, so the flash comes on in lower light scenarios.
Natural lighting is very useful outdoors, especially for landscapes and portraiture. However, one must remember that there are certain scenarios that are harder to pull off without using a flash or lighting kit. One of these is, my personal favourite to shoot right now: Figure Skating. It takes a lot of skill to successfully photograph skaters during a show. Since they are in a VERY dark rink (Cameras don't adjust to indoor lighting like our eyes do!). You need a higher ISO (much more grain) and/or longer exposure time (will cause blur due to the skaters moving fast and you moving the camera. Skating is a hard thing to shoot, but great to practice finding that sweet spot on your camera's settings. More expensive cameras/lens packages have better sensors and optics, giving you a better result.
I highly recommend that if you have a nearby rink, go and give it a go! Try some pics! (ask them first, though! ;) ).
This is the spot where Henry blabs on about what he thinks, events, etc... All the normal stuff.