I'm with the general lighting in Skyrim completely satisfied, but once the sun goes something was wrong. So I have dealt with the creation kit and found the necessary buttons to make the "day without sunshine" a proper night.
Clear nights are illuminated with a brown tint, as the only source of light is the moon. Cloudy nights are as good as black. Without light there is only darkness.
I have not modified all types of weather. If you get into areas where the lighting seems too bright, then, tell me and I will simply change the appropriate weather.

Also see Mike Foxs Darker Dungeons: http://skyrim.nexusmods.com/downloads/file.php?id=11353
This changes the brightness in dungeons and other interiors.

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I added different editions for your tastes:

BL 0, 10, 20 have a blue light. The number indicates the increased brightnes compared to the main file.
BR 10 and 20 are the brighter versions of the brown lighted original.

Have fun and feel free to endorse me if you like one or more of the editions ;)

Version 1.1 adds the foggy Riften weather.