1. If you have more than a couple lights to deal with, the Visualization Palette is definitely faster. (The trick is to make sure every instrument has a Channel # and/or Purpose - otherwise you can't tell what's what.)
But in the regular OIP you can still enter the gel color, height, and focus point.
If you want to get straight to the "light on" button, you can right click on an instrument and select "Edit Light..." This will open up a window that controls the light source built into the symbol.
2. There are two parts to casting shadows. The light has to cast a shadow and the object casting the shadow can't have a texture that doesn't cast shadows (like Spotlight Instrument Symbols). That may be what you are seeing.
And I don't think a regular light object will take a Rosco or Lee color number... Pretty sure that's a Spotlight only thing...
hth
michaelk