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Most cinematographers use a mix of techniques -- creating a cold or warm color cast by changing the white balance will affect the overall frame... sometimes that's what you want, other times it's better to do it with lighting so you can mix colors (like when you create a late afternoon / sunset effect with warm sunlight and cold shadows.)
It's not unusual to create a cold wintertime feeling or a blue-ish dusk effect in day interiors by setting the camera in-between 3200K and 5600K for example.
As for warming up a night interior lit with tungsten lamps, Roger has explained many times that he prefer to add the warmth by dimming the tungsten practicals while leaving the camera setting to 3200K, rather than, for example, setting the camera to 3400K or higher in (undimmed) tungsten lighting.
Also, keep in mind that Roger normally shoots on ARRI Alexas and records in Arriraw, which does not "bake-in" color temperature settings on the camera, they are applied at the time of post-processing from raw and can be changed.Back to Lighting...