If I use lightmaps, that means I just can't turn off the lights in a scene completely (Doom 3 style), because if I remove all lights the scene stays baked illuminated. Is this understading right and if not, how would I achieve that effect?
Your understanding is right. Only non-lightmapped objects would be affected by switching off the lights. What you could probably do is keep 2 lightmaps: One with lights, and a dark one (obviously, that will still be lit somehow because without any lights including global illumination / self-illumination, everything would just be black). Then, switch between the two as needed.
You might even be able to blend the two lightmaps into each other. But that will probably require some pretty advanced shader programming.