I always shoot in raw mode and then use photoshop cs2 to set the white balance. Whats cool is that you can adjust the color temp with a value so once you figure out the proper color temp for your lights you always have a great place to start.
Another trick someone told me was to set your exposure to -.3 when you shoot as its easier to correct under exposure than over exposure. Anyway all of these settings (and more) can be adjusted after the fact with the RAW mode import screen. It helps me a bunch as I am almost always have a setting off a bit
