"my lights never seem to render" ...
this is a little unclear. Do you mean that there is no light in your scene at all? Or that you cannot see your light sources themselves?
"I've tried increasing the intensity and exposure ..."
While both will affect the amount of light in your scene, the other response is correct - you should be using the "exposure" value rather than the "intensity". The exposure is more measurable; for each single-digit increase in this number, your exposure will double. It is designed to mimic the f-stop or shutter speed values of a camera, and create a measurable exposure-value (EV) to facilitate collaboration with photographers, and to create a common language between them.
So -
Remember that lights in Arnold have quadratic decay - meaning that the intensity of light at any point along the distance is equal to 1/d^2. This makes for some pretty significant light decay - so if your scene size is large, you will have to crank up these values substantially. You may just not be going high enough.
I recommend a low resolution (Camera AA= 2, other values similar), test render size fairly small to facilitate quick renders - and use the Arnold Render View for your tests. Set your light exposure to 2, then increase to 3, 4, 5, 6 -
If you get no results, I'd start going to 10, 15, 20, 25 ... you may have to go pretty high, depending on the size of your scene and the placement of your lights.
Think of a small pocket-flashlight. You may be able to illuminate a book in your lap while reading in bed, but it would be useless to try to shed any light on the building across the street.
