Volume scatter help

I have been looking at different people doing volume scattering with spotlights. I tried to do it both with world volume scatter and with a parented cube with the camera inside a separate cube and then applying volume scatter to the cube. (Like this: http://blender.stackexchange.com/questions/13802/using-volumetrics-in-2-71-i-have-to-have-the-light-strength-super-high/13814#13814)

There is a sun light behind the camera, a spotlight to the left and two pointlights with pink and cyan colors. The spotlight isnt visible at all and the sun is making everything blurry. I am a total newbie to blender lighting. Basically what I want is that the buildings are to be lit from the front so the windows show, and two spotlights with volumetric light cones to serve as city spotlights.

Attached is what I get (yes I know, it is still grainy but this was mostly to test lights).

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