Someone on the Google photography mailing list sent out a link to lightmark.de, a simply phenomenal example of the technique of light painting.
Reverse-engineering some of these pictures is immense fun. For example, how would you accomplish this one without getting footprints in the snow?
First of all, figure out where the light sources are. Clearly there's some light coming in from camera-right and illuminating the foreground of the scene. There's also the ambient light that's giving some tonality to the background trees. And then there's the little painted squiggle. How would we create this? Let's say your exposure is 2 minutes, and we're doing this in near-darkness (with perhaps just starlight or faint moonlight). Open up the shutter. Fire the foreground flashes. These light up the foreground (with no footprints) and create the exposure. Wait until you've got about 15 seconds left on the exposure, and then walk over and create the squiggle. By then the background light has burnt in, and the just-created footprints won't have time to register before the shutter closes.
Gotta try this stuff :)