@Technoguy: direct flash will almost always get you reflections on the skin, with real people, with dolls...
You just shouldn't flash directly on the skin, try to avoid it, or do your 'light measurement' on the skin (set your camera on 'spot' measure). In theory the flash/camera shouldn't overshoot it then (can make the picture darker though).
Since a doll isn't moving, you could just use house hold lamps, put your camera on a tripod (or table, as long if you get the doll in tha shot), and let the camera do it's work. It will automatically raise the shuttertime (shutter will stay open longer), you can hear that as 'click...........clack' instead of 'clickclack'.. (ok, if you use compact digital camera's you hear something else hehe).
Be sure not to move the camera! Best way to avoid movement during 'pushing the button' is to use the 'self release' which every camera has (the one where you can put yourself on the picture, where the camera uses a timer before 'clicking').
If you don't want that 'yellowishy' look you almost immediately get when shooting indoors and with 'bulb' lights, you should read something about 'whitebalance'. This basically means you 'tell' the camera what should be white. A white wall with light bulb looks yellow, and you can 'tell' the camera that that yellow wall is in 'real life' white.
Setting the whitebalance btw, will determine the 'warmness' of a picture. Wanna 'kill' those bleeched colorless flash pics? Put the whitebalance on 'cloudy' or 'shade'... pics will get 'warmer' (more yellow).
Btw, another way of getting more 'color' into a picture when using flash is setting the shutterspeed on longer time, say 1/10th of a second. This is THE secret behind all party pics... See those colorfull partypics, where a flash is definitely used? Longer shutterspeeds with flash.
In a sense you can use this also with you doll photography... try to 'dim' the flash (with the tips given here .... most camera's will you 'reduce' the hardest flash output btw), and take longer shutterspeeds. The flash will 'fill in' so the face for example will be nicely lit, while the longer shutterspeed will make the picture warmer....
Another advantage, mostly forgotten by using a flash is, you get a 'twinkle' in the eye, so it looks more 'alive'. Don't using a flash, and just using 'normal' lightning can result in dark liveless eyes.... This twinkling is 1 of the reason why I also use flash at daylight, and almost always use flash when doing weddings, even if people stand outside! 1 thing I usually do is reduce the maximum 'flash power', so it will never be 'overkill' .. but I use a heavy flash where you can set almost everything including tilting the head...
But lightning is 1. Like Stacy already said, it's also the posing and the 'environment' which determines a great picture.... Just seeing a doll laying on the bed, looking up and just.... laying in a 'unhuman' position.... will not result in a 'great picture' (that's 1 of the things where Stacy's pics rule, the dolls look 'natural', real...)
But... for some 'good effects' your really need some bigger 'hardware'. You can do a lot with a cheaper compact camera, but.... certain effects like 'isolating subject with blurry background' you'll never get with compacts! Yeah perhaps with those megazooms, but it's nowhere near using a DSLR with more lightsensitive lenses (aperture F4.0 or even F2.8 )....
About 'studio lightning', search for DIY studio lightning... you'll find a uge amount of ideas of how to make it yourself! Most use all kind of lightsources, and reflecting 'things'.... some use simple big white sheet of paper as 'background' and some insulationmaterial as reflecting panels.
And... again, dolls aren't moving, aren't complaining about the time, about the heat (studio lights get 'hot'), about you being a non-professional.....
and since you can see instance 'result' with digital camera's... practise! Just do it! Try it!
It doesn't mather HOW you do it, and WHAT equipment you use, as long as you get the shot! (allthough heavy expensive equipment gives you so much more possibilities hehe...... )
and look how others do it, see the lightning, see the shadows, where did the light come from... and... in some cases try to see the camera settings. Most pictures still have the settings from the camera 'in them', which is called EXIF. EXIF showed me that Stacy used a new camera... (Canon 5D wasn't it?
Great, if not THE best camera around hehe).