I always ask myself what is better. Leaving some lights on wouldn't prevent the dog to have a nice sleep? Leaving all lights off woudn't make her to be affraid and scared?
It depends on the individual animal, of course, but the wolf ancestors of domesticated dogs are nocturnal, and dogs have good low-light vision. Most dogs are not afraid of darkness.
For roughly the same evolutionary reasons, most dogs won't be kept awake by light; they've been domesticated to follow a roughly diurnal schedule but their wolf ancestors slept mostly during the day. And indeed many dogs seem to prefer to sleep in patches of sunlight (although it's likely the warmth rather than the light itself they're seeking...)
In lieu of a light, I leave the television on, tuned to an easy-listening music channel and a low volume. This not only provides some light, but a sense of presence or companionship. I don't believe it annoys the dogs, but gives them some sort of noise variable to keep them comforted and to distract from noises outside the house that might create anxiety. I know of others who use a radio. If they are annoyed by the television light, my dogs have been given blankets to duck under for darkness. I do not believe it causes a problem for them.