The "beacon" - flashing light on the tail or wherever - ON whenever the master switch is on. Warns folks around that the engine might start at any time.
Nav lights - on at night before you start engine or move. At other times if you feel that way inclined. BUT if you're flying a retractable in daytime, remember that Nav lights on may mean undercarriage lights are dimmed. That can cause a "no wheels" scare in an Arrow or similar.
Strobes - OFF when on the ground. OFF when flying in cloud (they are very distracting!).
ON for takeoff and VMC.
Remember the "lining up" checks - LIGHTS (strobes on), CAMERA (transponder ON and Mode C), ACTION (power to takeoff setting).