What I do is first make a cylinder. In the material lab, change ambient color to a very very light and make the ambience value 90. Kill diffuse values. Now duplicate this cylinder, and make the diameter a bit larger (if the other one was quarter sized, this one is 50-cent piece sized) Make the ambient color the actual color of the light (not nearly as light as the last one.) Make it a fuzzy material, ambience at 80, transparency at 70. Duplicate this one again and make the diameter just a little bigger (these two outer cylinders should be closer together than to the inner smaller one.) Move the transparency up to 90. Tweak color as necessary. Add a few radial lights with similar color and you're done!