I've never tried lettuce inside...but that's a good idea.
Like with any other plant the best is sunlight - do you
have a south facing window where you can put plants inside?
If yes use that, it will beat any artificial light (and
its free)...
But obviously its not always practical (or possible). In
that case you'll need a light and the least expensive
option is just get a couple 48" shoplights for around $10
each (at somewhere like Home Depot) then get some T8 bulbs
in a couple different colors (warm/cool white/etc) and
you're good to go.