Hm.. it's strange.
I can't find a setting where the docking bays etc. are lighted.

How can I turn the station-lights on?

The glowing effect or the blinking lights? The red, blinking lens flare effect should always be there for stations 7, 13, and 17. The glowing effect is achieved by setting r_glow to 1, which is only supported by high-end graphics cards right now.

But man does it look groooovy!

~The Penguin

If you have rglow enabled...

Then use /set gatten #

Now the higher the number the brighter and bigger the glow.
Default is .1 which is more brightness than you need so a .075 or .05 is a lot nicer on the eyes.

It also depends on your gamma level, if you have the default gamma (9) rglow is easily visible, but for higher gammas you might want to turn some settings on rglow up a bit more.