Changing colours and legends in lattice plots

Lattice plots are a great way of displaying multivariate data in R. Deepayan Sarkar, the author of lattice, has written a fantastic book about Multivariate Data Visualization with R [1]. However, I often have to refer back to the help pages to remind myself how to set and change the legend and how to ensure that the legend will use the same colours as my plot. Thus, I thought I write down an example for future reference.