I immediately looked for Madoka figures and I saw several kinds of all five characters! I wish I could buy all of them then but I didn't have enough space on my luggage to fit the five boxes. So I just bought my two most favorite first Kaname, Madoka and Akemi, Homura.
Here are some photos of the two figures.
The lighting set up was simple: just one speedlite and a reflector. That's it. I just adjusted the positions of the reflector and the speedlite depending on the shot that I wanted to get.
Now, for the other three figures... Have to convince the wife to go back to Japan! :)
Gear used to make this post: