This is a little tutorial that I created on shooting in natural light. We did a studio shoot and then went on location at noon - in Phoenix - in late May. Tough light? You betcha.
The point is to think of the natural light and the studio work and try to blend the two by using natural light like it was in the studio. You could do the opposite as well, thinking about natural light when shooting in the studio.
It's about 6 minutes, so take a few and see how easy it is to create stunning headshots even when the light really sucks.