Dim. For us this usually means we'll keep the TV/computer monitor on, though generally the screen saver is running. We like to be able to see what we're doing, without having our bright-ass ceiling light shining in our face.
I like all of the above, really. I like having them on or lowered because I like to watch. I also think that it can be a lot of fun to be in complete darkness and let your other senses take over. It's amazing how good some things can feel when your sense of sight is limited.