In one of the books (possibly the fifth? I think it was in the forbidden forest) Harry drops his wand on the forest floor in the dark and says 'Lumos' to find it. It lights without him holding the wand, and he is thus able to find it when he sees the light coming from the wand tip.
Sorry I'm being so vague I can't remember in which book this happened (I don't have the books at hand) but it definately did. Perhaps someone with access to the books could check that for me

It seems like JKR to make Harry do something casually without realising it's real significance (eg, talking to the snake at the zoo in book 1). Lumos is the type of spell where it wouldn't be so obvious to readers so they might not notice.
Anyway this might be the start of a whole new ability for Harry!