Due to the sheer size of most buildings, you don't generally have much control over lighting when you are shooting architecture. If you happen on a building by chance, and won't be able to return, then you simply have to make do with what light there is.
If you can return to a building multiple times, however, you'll get the best results if you make several visits at different times of day and in different weather to see how the lighting changes. Not only do you need to think about how conditions and times affect such things as shadows from other buildings, but you should also consider the character of the architecture. A shiny new glass and steel structure might seem more "in character" shot in hard, bright daylight, while an old, weathered building might be more appealing in softer, more diffused light. The only way to tell is to observe the building under as many conditions as possible.
If you're shooting digitally, you'll have an advantage over shooting in film because you can take as many images as you like without wasting expensive film. Then you can compare the results later.
Night shooting of architecture can also create exciting images. If the building has external lighting, you can try long exposures with the existing lighting. If the building is small enough, you can even try painting light onto the building with an external flash unit.