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Ceiling light installation is a job that can be done by a knowledgeable homeowner. If you're at all uncertain about your skills, though, protect yourself and hire a licensed electrician.
Unless you're installing a flush-mount ceiling light, you should be able to fit the business end of the fixture into a standard-sized electrical box. If there's already a box in the right place on your ceiling, great! If not, you'll need to install the box.
For a heavier fixture, be sure you get the kind of box that can be nailed onto a ceiling joist. Measure and mark the spot twice before cutting into your ceiling, and double-check that the power to the affected part of your house is off.
To get the best results, the bottom of the ceiling box should be flush with the ceiling surface. Then you can attach the wiring and fasten the fixture to the box.
Before you start installing ceiling lights, check your local code to be sure solder-less connections are legal -- if they are, they'll speed up the process considerably. Also, double-check that power to the relevant circuit is turned off. Your ceiling light kit should come with a strap that will fasten to the two threads in the ceiling light box. There may also be a center stud in the light box, which you can fasten to the strap with a lock nut. This is recommended for heavier ceiling light fixtures. Study and follow the wiring diagrams that come with your ceiling mount fixtures. Be sure to connect black wires to black, white wires to white and green wires to green. (If you are color-blind, get help with this from someone who isn't, rather than trying to guess.)
If your ceilings are relatively low -- 7 feet or thereabouts -- you'll want to flush-mount your lighting to allow the maximum headroom. That means the top of the fixture fits neatly up against the ceiling itself.
If you have a little more room to work with, semi-flush ceiling lights add an attractive touch. These fixtures have a base that attaches to the ceiling, but the lights themselves are extended a bit lower, yielding a more natural lighting effect and allowing for better styling.
If headroom is at a premium, or if you just like the effect, recessed ceiling fixtures -- in which the lights shine down from holes in the ceiling and do not protrude into the room at all -- are attractive and can be used for excellent effect, but are somewhat harder to install.