Quick note, using GameMaker, doesn't matter though. I've been messing around with lighting for ages now and can never seem to think up an efficient method.
I did in fact accomplish Volumetric Lighting, although it slows down at 70 shadow casters and around 10~ lights. Which isn't entirely optimal, result: http://i.imgur.com/GMfhpNY.png
Now each "shadow" that gives the volumetric lighting effect is drawn pretty poorly. The shadow is drawn at a low alpha, moved back a few pixels, alpha increased, draw, repeat...
The shadow is a sprite and itself could be drawn 50 times... Slow... So I was wondering if anyone had any better, more efficient methods than this. Ideas? All I need is a way to draw the shadows to give a voluemtric effect, after that I can do the rest. :)
GameMaker:Studio 1.2 provides shaders, use them.