I'd venture to suggest Arnold Newman as a great natural light portraitist. (Apologies if he's been mentioned.) The stories of assistants lugging around lighting gear that was never used are legendary!!
My favourite portrait light is north light coming through a window,and a big reflector to fill the shadows.
Don't forget Imogen Cunningham. "Edward Weston and Marguerite" by her is my current favorite portrait.
C heck out Irving Penn's "Worlds in a Small Room." North light studio, mostly a tent he designed for the purpose. Rollei TLR, Tri-X.
Wow, this whole thread and not one mention of Avedon? All of his American West portraits are available light, open shade photography, with the exception of a couple coal miner portraits that look like he added a beauty dish to open up their coal-black faces.
Check out Laura Wilson's book on working with Avedon for this project.
He seemed like a swell guy, and his impact on portraiture was obviously huge. I try to use classical structures in my work, though it appears much more spontaneous. The trend now of DSLR, on location, available light portraiture is breeding thousands of people who just don't know shiite about portrait photography.