The effect is quite dependent on getting the VALUES just right! Let's start with Albert Bierstadt's "Oregon Trail": http://faculty.pittstate.edu/~knichols/bierstadtOregonTrail3.jpg
See how the sun almost makes you squint? That's done by placing the sun near the darkest darks of the painting where you get the contrast needed to convey bright light and then by fading out the details around it.
As you study paintings that achieve this effect I suggest you use a home-made tool in your examinations -- several small pieces of paper (1" x 3") with a hole punched in each one. Then, using the Bierstadt for an example, place the hole in one piece of paper over the white on the screen beside the image, and another on the sun. While you might think the sun is a lighter value than it is, notice it is still not white! And, unlike much of the rest of the sky, which is mottled with broken color, the sun is solid yellow. But do you see the outline of the sun? No . . . but you do see where it is by its greater solid concentration, and by the fact that the sky is in complimentary colors. The luminosity of the sky? That comes from using several different colors that have very nearly the same value!
~~This hole-punch color/value isolation tool is most helpful if you paint from photos, because you can actually isolate colors you might otherwise interpret incorrectly in a photo when you are choosing/mixing your colors.~~
The next example is an artist I don't know, likely because this is a commercial webpage. http://www.colombart.co.uk/enlarge/Andrew_Grant_Kurtis_AM19.htm In this painting Andrew Kurtis gives us both the moon and its sparkly water reflection and silver lining in the clouds as a bonus. This is ALL done by manipulating values to make us see the moon and sparkle as bright. by painting the surrounding areas much darker, the light looks brighter. Is this the "light" effect you are looking for?
In oil I would save these spots of bright color for the final touches, using opaque pigments.
One of my favorite artists, and paintings, has incredible light effects: Roberto Matta's 1955 "To Give Painless Light" just glows in the way only a surrealist space-scape could glow! http://www.matta-art.com/togivepainlesslight.jpg As you can see he uses value and split-complementary colors to create the glow! Check out some of his other works to see how he uses this technique over and over again: http://images.google.com/imgres?imgurl=http://www.matta-art.com/togivepainlesslightZ.jpg&imgrefurl=http://www.matta-art.com/1955.htm&usg=__DdgwYEM8682r6JHqjmwrywGTowo=&h=150&w=223&sz=31&hl=en&start=5&tbnid=j8EZFZhAuB63iM:&tbnh=72&tbnw=107&prev=/images%3Fq%3Dmatta%2Bto%2Bgive%2Bpainless%2Blight%26gbv%3D2%26hl%3Den%26newwindow%3D1%26safe%3Doff%26sa%3DG
Now compare the above examples to our contemporary, Thomas Kinkade, who is know for his "lights." http://patternatlas.com/wallpaperpics/holidays/kinkade11024.jpg I avoided mentioning Kinkade sooner because he has become too familiar and commercial in his works. But this example shows that all he does is use this same method to achieve his lights. Notice how the highlights on the snow are not overdone -- not everywhere on every branch? And again, the moon is not outlined, but hazes out into the cold sky; this gives the feeling of frostiness. Again, the orange-yellow light is the compliment of the purple snow. The moon is white/cool light (or pale blue) and the interior and artificial lights yellow/warm. How he gets away with a fairly light in values painting (it is night but he uses fewer darks than he would if it were a bright sunny day with deep shadows!) by keying all his values to read as night by introducing the two colors of light!
And finally, sun on snow. This painting by Ji Ye http://blog.lsc.edu/painting/files/2008/01/forest-21.jpg illustrates that you rarely paint snow with white paint! If you use the hole-punch tool and examine the snow you will see that what appears as sunlit white snow is actually orangy-yellow, almost peachy yellow. The shaded snow is blue, becoming violet in the distance.