Should I use solid or stranded 14 AWG wire in conduit for lighting?
Whichever you find more convenient.
It doesn't matter to the wires. Stranded is certainly more pleasant to work with, it pulls easier and is more resistant to kinking or snagging.
However, stranded wire is not allowed in "backstab" connections (which we strongly recommend you not use anyway). It is allowed on side screws but is quite a challenge to keep from unraveling and "birdcaging" when you tighten the screw - not allowed and you'd have to comb it out, re-twist and refine your technique. It works best on "screw-and-clamp" as found on spec-grade receptacles and switches, but those are more money.
However, it works absolutely great in wire-nuts and even better in Wago Lever-nuts. So you can always "pigtail" to screw terminals with solid wire. Extend the stranded wire a little bit taller when joining the wires, so they come out even when twisted.
You should check your local code.
Problem with stranded wire in screw connections is that the screw will usually not clamp the whole wire, only whatever strands it happens to catch, which makes a worse connection. Also stranded wire is much more flexible (that's the point) so sometimes it can wiggle out, leaving only a few strands to make contact, which means high resistance and therefore localized overheating and fire.
Best connectors are Wago 221.
If you use stranded, I would strongly recommend getting an hexagonal crimper (about €20 off the internet):
And some non-isolated crimp ferrules:
These are very easy to apply and you get a neat termination on your wire, without any stray strands making a mess. That works wonders with any type of termination that uses screws. It will also work with backstabs, but only the ones with a lever to open the jaws. If there is no lever to open the jaws, you won't be able to insert it, and even if you do, you'll never be able to pull it out if needed.
Also available with insulation (below) but I find these less useful because the extra thickness gets in the way when trying to fit two wires in the same screw terminal.
Being French I am specifically referring to euro-style screw terminals where the tip of the screw squeezes the wire directly. These have fallen out of fashion due to unreliability, especially with stranded wires. They've been obsoleted by wagos. Also there is no way to look into the thing to make sure it is properly connected, and mixing solid with stranded in the same hole is a recipe for disaster. These terminals used to be common in sockets, with the same problems. Pic source.
The terminals where the screw uses a washer to squeeze the wire have much less problems. Code still mandates a ferrule, though.
Stranded: it's easier to pull, easier to remove, does not break if bent. Here (Italy) you can't even find solid wire on the market since, I think at least 30 years (the only exception is telecommunication wire)
Also many electricians tend to replace it when found (understandably, given it's 40years old or more) even if it's still in safe conditions.
Stranded is flexible, solid is not; It does not need to be flexible in conduit so stranded is not necessary. Stranded is used for appliances, extension cords, etc, where flexibility is needed. The finer the wire, the more flexible. Welding cables have (many) fine wires to make them more flexible for the operators comfort.
Electric connections design has suffered massively under the stress of economy over the years, making them minimalistically engineered calculation designed components, rather than the reliably dimensioned product of hands-on practice. Properly screwed in wire connections demand forcing the wire out of shape, which is harder to do on solid wire than on stranded wire. That is why in lamps stranded wire is to be preferred over solid wire. The screw connections in modern lamps, more often than not, simply can't handle the required force.
The way I learned to prepare for and execute stranded wire screw connections some fifty years ago, goes as follows:
Turn up the screw so it no longer obstructs any part of the wire hole.
Strip the wire to twice the length of the depth of the hole.
Twist the strands to form a single firm cable.
Bend the cable until the top half points backwards towards the isolation and squeeze it to a sharp tight turn.
Slide the cable turn into the hole without deforming it at all, until no more blank metal is visible.
Tighten the screw as tight as the connection allows and Bob's your uncle.
I frequently lift my hand tools by the cable. I pull straight plugs out of wall sockets by the cable. I even whip them out if necessary, but I have never had a screwed-in stranded wire connection fail on me. Then again, I don't go for cheap, I don't go for easy and I don't go for fast.