Arctic Treats: Sun Dogs - Offers an illustrated look at sun dogs. - http://www.explorenorth.com/library/weekly/aa112699.htm
Parhelions or Sun Dogs - Diagrams and pictures explain how sun dogs form. - http://hyperphysics.phy-astr.gsu.edu/HBASE/atmos/halo22.html
Wikipedia: Sun Dog - Encyclopedia article describing how sun dogs form. - http://en.wikipedia.org/wiki/Sun_dog
Sun Dog - Contains several pictures. - http://www.astrophys-assist.com/wilobs/weathwin/sundog.htm
Sundogs: Parhelia - Contains images of sun dogs, and why they occur. - http://www.sundog.clara.co.uk/halo/parhelia.htm
Sundogs: Mock Suns or Parhelia - Explains the physics of why they occur, with a diagram. - http://ww2010.atmos.uiuc.edu/(Gh)/guides/mtr/opt/ice/sd.rxml