I was just returning to my apartment after picking up some groceries when I looked up and noticed a sun column. I had never seen one before, so I was reasonably excited. I quickly put down my groceries in my kitchen, grabbed my camera and started clicking away. The cause of this phenomenon is sunlight being refracted up into the atmosphere by ice. Here is one of the better pictures, where the sun column isn't just blotted out by, you know, it being a picture of the sun: Now, I should probably get back to packing away the groceries.
Edit: If you read the comments, you will see that Chuck, from Lounge of the Lab Lemming, also has an excellent picture of a sun column. I recommend that everyone check it out.