Just the right lighting...

It's just me but I always think Big Blue and Bright is the best light setting.

Side Routes could also be displayed with extra detail or even signs and arrows.

Observe here and here.

I have a bright light setting, yet your eyes are still drawn to the places I want you to look at.
In the first picture, there is a light on the wall - a bit odd, but you notice it's brighter there. There's also a truck and a road, both leading you up the staircase. What i'm trying to show here, is it's not just having more light that works, you want to have areas the player is looking at slightly more detailed to draw their eye there, and then lines (in this case the road and the truck) which lead in in a direction. Note how areas you shouldn't look at are dull and plain, and where you should look at has more colour.
In picture two, there is a lot of shadow coming from the rocks and building. Because of this, the lights inside the building seems considerably brighter and you notice it more. Once again, there are also signs and details which are obvious when you look at them, but when playing you barely notice, but they lead you through the level

Another thing to mention is that its often recomended to have a light behind a doorway you can see. Especialy on side routes this gives some contrast showing there is a door even better. It doesnt matter how the lighting in the map is, its allways recomended as the sun often gives a diffirent light style.

Arrows do work if those gates are a bit hidden but then again, the route probably isnt designed well in the first place if you need arrows for it.

I usualy try to have a route end up at the large route and directly showing the alternative route. A map where you can see a very good example of this is fastlane. Even the upstairs route is known well (it isnt used alot though for obvious reasons unless you are defending the last point)

And last, a link to a post that shows some hints about you can detail your map best. Details matter alot. [Guide] Details: how VALVe do it

*envies stickzer0's amazing use of sky-shadows*
Personally I don't see the problem in over-using light settings, after all you over-use the skyboxes. A player's natural curiosity can be used, just set up a series of breadcrumbs. A number of wires leading the player down the route, a large prop that sticks out the doorway, or even something that spews out of the doorway can attract attention and invoke curiosity.

and (lots of) signage never hurt either.