Alternate wiring method (generalized for any number of lights including where the lights are not all in a line).
Use three wire cable between the light box where the power comes in and the light box where the switch cable will be connected. Use two wire cable for all the rest of the wiring.
1. Connect bare and green wires together for grounding
2. Except for the hot power feed black, connect all the blacks together.
3. Except for the cable going down to the switch, connect all the whites together.
4. Connect the remaining loose ends including reds in the light boxes together, color mismatch may occur.
Wherever a white wire is connected to a switch or to a colored wire, mark both ends with colored tape or stain.
Alternate alternate method for future proofing and 2011 code:
Use 3 wire cable down to the switch. Connect all whites together is unconditional. Connect red and black to the switch and the white going down there permits daisy chaining power further on from there.