Yeah - yellow blob ghosted on plain usually does the trick.
Stick it in your sky, make sure it's always pointing towards the player and, if possible, add some kind of lens flare effect so it looks more flashy.
Actually, if you're not bothered about 'borrowing' other people's stuff, the Unreal games have some pretty nifty coronas that you could snatch out of the editors.
Then again, you could always stick your sun straight onto your skybox. Both PSP and Photoshop have built-in light/lens flare generators, but PSP's is really naff. I'd recommend searching the net for the Axion lens flare and glow filters, because they're both very good.
Hope this helps!