This was a full fledged sun pillar when I first saw it but it had broken up some by the time I took the picture. My pictures here have been out a lot due to server problems on my home site, but hopefully will be more often present once this holiday weekend is over.
I remember when I was a teenager I saw a sun pillar and was intrigued, and how hard it was to find information. What a difference the web makes. For lots more information check out Atmospheric Optics, particularly the section on ice halos (sun pillars are in the "frequent halos" section).