@Uberdark: Depends on what mood you are looking for. I tend to over saturate the examples I build for you fantastic people so that it is easier to see the color transitions. If I was better at reading and comprehension I would have chose colors closer to what Shawn said so as to illustrate what he was saying.
If you paint it under saturated like Mr. Shawn said, then if you decide you don’t like it you could easily add more saturated colors on top.
Then again you have a big blue guy, you have the option to blow out the color saturation and go for something different. Whatever you decide the cast light shouldn\'t be as bright as the actual flames though.
Like I said earlier I\'m just trying to illustrate a possible option. Using the 3D models and lights are to help see where the light is going as it would be hard to actually shine a flashlight from where some of these light sources are coming from. In your case you would end up with a double shadow, or you could simplify it down to one like Mr. Shawn said. Do what looks best and reads easiest.
You might want to push some darkness onto the guy\'s back where the light might not reach so well, it would give some extra punch to your flaming arms.