It is interesting all the comments this post has generated. I'd like to put my two cents in. Please realize that electrical codes are administered by individual states, and sometimes also by municipalities. Where I am, the 2008 NEC is in force, with a few modifications, so what I will write below will be based on that code. Even though the 2011 NEC has been published, it will not be adopted here until late summer or early fall, so it is irrelevant until then.
The short answer to the OP is, no, bathroom lights do not have to be GFI protected anywhere in the bathroom. There are exceptions: Bath fans, with or without lights, must be GFI protected over tubs and in showers. And if the installation instructions for the light fixture call for GFI protection, then it must be protected. Below are the awful details of bathroom wiring, somewhat, and mercifully, condensed.
In bathrooms, all 15- and 20-amp, 120 volt receptacles must be GFI protected. There should be at least one receptacle installed within 3' of the edge of each sink, not more than 12" below the countertop. If your bathroom has two sinks, one receptacle installed between the sinks may satisfy the requirement.
At least one bathroom receptacle must be on a 20-amp circuit. (Here's where it gets tricky) That circuit may also supply receptacles in other bathrooms OR it may supply lights and fans in the same bathroom, but not both. That circuit may never supply anything outside of a bathroom.
Receptacles are prohibited in showers and in or over bathtubs. (Duh! I remember when this line was added to the NEC a number of years ago. I thought it was just common sense.)
Within 8' vertically, and 3' horizontally, from the rim of a bathtub, or threshold of a shower, certain types of lights are prohibited, including track lights, hanging pendants and paddle fans. ("They" just don't want something hanging or dangling that might become a grab bar in case someone is slipping stepping out of the tub.) Within that same zone, lights must be labelled for "damp location", and if subject to shower spray, "wet location." There is no requirement in the 2008 NEC to GFI a light fixture over a tub or shower.
Bathroom fans are typically marked that they must be GFI protected if installed over a tub or shower. The NEC requires us to follow installation requirements, so if a fan or light's installation instructions tell you to GFI protect it over a tub or shower, you must do that.
Apologies for the boring treatise on bathroom wiring. I tried to condense it without losing the important bits. If you disagree with anything I've written, I'd be happy to discuss it further.
One last thing, touched on by other posters, and an area of contention among electricians -- arc-fault protection is not required in bathrooms. Nor is it required in kitchens, garages, unfinished basements or outside -- basically all the areas that require GFI protection are not required to have Arc-fault protection. At least that's what the 2008 NEC says. The requirements in your area may be different, and you'll have to check locally to find out what code is being followed.
Now my brain hurts, so I'll stop writing! I hope I haven't muddied the waters. Cheers, Mike