I'm thinking of making a new lamp model (wall sconce), but I was wondering, can you assign self illumination materials to objects?

Also the tutorials I've seen for custom models, they all only seem to cover just the diffuse material, and nothing else (not opacity, illumination, or specular), so am I missing something, or what? Anyone know?

In the Material Definition, the stdMatEmissiveCoef makes the object look like it's "lit up" (the syntax is the same as the diffusion: R,G,B).
But this parameter only affects the exterior appearance of the object: to actually cast light, it needs one or more LGHT files, and I can't help you on this (I guess you can grab the proper LGHT files from the original object).

thanks for the fast reply Numenor.

Does stdMatEmissiveCoef make the whole object look lit up though, or can it be assigned a texture (like opacity; white for lit up, black for not lit up)?

Each Material Definition (MATD) is assigned to a mesh (subset). In a sconce there is usually a glass subset with its own MATDs (lit and unlit), that need to be modified.
You can use the MATDs taken from an original sconce (just change the references to the textures).
And yes: 0,0,0 is dark and 1,1,1 is bright white.

Thank you Numenor.