As seen in the famous "Centaur" photograph of Picasso, or the current (and excellent) crop of Sprint commercials, the combination of a controllable light source and some long exposure photography can lead to some amazing artwork. Check out the fabulous work of the Japanese collective PikaPika here (Flickr) and here (animation).
Thankfully, Lori and Stuart from LightDoodles.com are offering some help. Though they don't detail the exposure settings and the necessary processing, they share a different sort of how-to: creating the light pens necessary for such amazing color and detail. Using materials available at you local electronics and hardware stores, anyone with a digital camera and a bit of experimentation can begin experimenting with this amazing technique.