Don't and dirty way to do it.......

While pressing and holding CTRL + ALT and then double clicking the track ball for the sun in the sky editor..........you now can place the sun anywhere in the visible camera area. To do it you need just press and hold CTRL + ALT and click anywhere in the sceene. You should see a yellow asterisk where you clicked and that is where the sun will be in your render. As far as making a moon or sun from scratch I can help you out if you wish.......I have a method for each but I would need more space to do so. Don't forget that you can use any texture and any design and map it to an object. I've made planets in Bryce use actual maps of planets and it looks freakin awesome. Anyway, I hope this helped also