I have a scene with a single building. I want to be able to walk around both the inside and outside of the building.
How should I set this up? Should the interior be a different level? If not, how do I deal with the artificial lighting on the inside. Can I turn that on only when I enter the building?
You could make the inside and the outside of the building different scenes, but I think that would work best if the transition were intended to be 'cinematic', so to speak. (You often see this effect in RPGs, where entering a building or structure initiates a scene change.)
If that's not the effect you're after though (and if you don't want to have to worry about persistence between the two scenes), making it all one scene would be reasonable as well. As for the lighting, I'm not sure exactly what you're referring to, but you can control light sources through scripting, so I imagine whatever you have in mind can be achieved fairly straightforwardly.
Also, note that the question 'should I use different levels in my scene' is a little confusing as stated, although I think I understand what you're getting at (the terms 'scene' and 'level' are used interchangeably in Unity, so you can't really have 'different levels in a scene', per se).