How To Run Two Lights From One Switch?

What my plan will be is to wire a circuit to include the following:

Run a #14 -2 wire from the sub panel box to a device box for a plug receptacle, then to a light box (octagon box), and then to another light box (octagon box) and finally to another two device boxes for plug receptacles.

What I want to do is have both lights work off the same switch.

I know that if I was to run a light switch to only one light I would connect the black wire from the switch via the light box (octagon box) directly onto the light fixture gold terminal and the white wire from the supply cable i.e.: (coming from the device box for the plug receptacle via the sub panel) to the silver terminal on the light holder.

The white wire that is connected to the switch will then connect with the black wire coming from the supply cable from the plug receptacle.

I realize now that the white wire at the switch is now (hot). I would also connect my ground wires to the switch box, octagon box, and device box.

My question is I want to run both lights off the same switch, so from this first light box that I just wired what wire cable do I use to go to the next light box (, octagon box) and then to the next two device boxes for the plug receptacles?

Do I use a three wire cable between the two lights ? Or do I have to run a three wire cable from the switch instead of a two wire cable?

From the second light to the next two plug boxes would I use # 14 two wire cable again? 

To wire this circuit in this manner, you will need to run a #14/3 between the two light boxes.

This will allow you to connect the first light as you described above, and to run this additional light from the same switch by utilizing the red conductor in the 3-wire as the “switched” conductor, and the black wire as the continuous hot wire.