Sun dogs (aka parhelions) are surprising visual phenomena which look like halos around the sun, or in other cases "false suns" some distance from the real sun. Wikipedia has a photo gallery of sun dogs -- my favorite is this one, taken in Antarctica in 1979. Apparently sun dogs are common in Antarctica, as Shackleton's 1912 expedition reported them. Here's a snippet from Jennifer Armstrong's Shipwreck at the Bottom of the World: The Extraordinary True Story of Shackleton and the Endurance (emphasis added):
... All around them, too, were signs that the Antarctic winter was fast approaching: there were now twelve hours of darkness, and during the daylight hours petrels and terns fled toward the north. Skuas kept up a screeching clamor, and penguins on the move honked and brayed from the ice for miles around. Killer whales cruised the open leads, blowing spouts of icy spray. The tricks of the Antarctic atmosphere brought mock suns and green sunsets, and showers of jewel-coloured ice crystals.
So what causes sun dogs? Ice crystals in the air or clouds, acting as prisms. As they refract the sun's light, and patterns are formed; these patterns change as the ice crystals move, and as the sun moves in relation to them. This YouTube video offers an easy-to-understand explanation, and some video of sun dogs in Kansas:
Have You Seen a Sun Dog?
I've never seen a sun dog. I grew up in southwest Florida (not many ice crystals in the atmosphere there), though now I live in the Pacific Northwest and I've got my eye out. If you've seen a sun dog, share your experience in the comments!