This tutorial for is for users who know some about their 2d painting program(s). Please read the entire tutorial before doing anything to yourimage. Since Photoshop is the most commonly used one, I will use it for reference. However, Painter, PSP and Deep Paint/Deep Paint 3D could do the same job for you. I will not tell you about settings like opacity, because every picture requires different settings. This tutorial is just to outline the technique itself, which is very simple and saves you time, since rendering volumetric lights can take a very long time.
1/ Open your image and go to Save as and save it with a different name. This way you can always go back to your reference image. Now create a background copy and this is going to be your first working layer. At this point you have a Background and a Background copy. You better rename it to something like First rays, so you will not get lost in case you make multiple layers. For those, who have no clue about layers, I hope this short explanation will do it: think of layers as many windows behind each other. You draw something different on each window with your felt pen, but if you stand behind and look thru them, you will see all your drawings in one single window. If you want to change something, just find the right window and make your change. This why it's a good idea to give a name to your layers. Trust me on this! :-)
2/ Take a look
at this picture below, it shows almost everything you need to know.
In Photoshop with the pen tool make a line between points 1 and 2. Rightclick and Stroke with Airbrush. Use a relatively low opacity setting, somewhere around 15-30 and for color go with a gentle gray, or orange, depending on the color of lights in your image. Again, it depends on your image. Now repeat it between 3-4 and 5-6. Make sure your airbrush feathers pretty well, you don't want sharp edges. Try to follow the general direction of the light/shadow areas to make it believeable. In this picture I put the rays in the wrong places, but you can see them better this way. Make a selection of the airbrushed area (flooded with yellow in the image above) and cut it out, since the lights come from behind the wall, so you don't need that chunk there.
3/ Keep airbrushing til you feel it starts looking alright. You can make multiple rays on top of each other to make it look more concentrated. When you're finished with the rays, you can adjust the opacity of your layer, if your strokes look too "dense". At this point it should look quite decent, since the undesired part has been cut out. Just remember: you have to know some about physics and reality to make volumetric lights with this technique. You better know the about the direction and path of your lights, otherwise you can mess up even a perfect image. So, we got this far, now it's time to grab the eraser. Because light does not travel thru solid and 100% opac objects, you will have dark stripes behind them. Erase them as you can see it in this picture, it begins at the bottom of the wheel and continues to cast a shadow coming closer to the camera. This is not a necessity, but looks darn good to me :-) http://www.unc.edu/~haraszti/theoldobservatory.html
4/ Well, if you got this far, you're doing alright with your lights. Also, with the eraser you can feather the edges of the rays to make them look softer. If for any reason you've covered an object fully, or just partly with your airbrush and it *shouldn't* be, just make a selection and copy of that object from your background and paste it above this layer and align it. When making a selection, it's a good idea to feather it and use a low number like 1-3 to avoid sharp edges. Objects in reality do NOT have edges like a razor blade. This step isn't important, but the more you care about your picture, the better it will be.
5/ If you take a look at this picture, you will see some starlights and let's call it stardust.
http://www.unc.edu/~haraszti/theoldobservnight.html
Those could be added to a different layer, if you decide to make it a night shot. The sharper rays were done with VM Natural plugin for Photoshop, but it's compatible with Painter as well. Last time I saw it was at http://pluginhead.i-us.com/ffcd/visualmn/vmhome.html If it's not there, just do a search and I'm sure you'll find it (I've seen it at other places too, but cannot link to them). Anyway, Raygun, or Splash will do the job just fine (parts of VM Natural). Then, start erasing the sharp edges of it and you can blur them too. Now, you can apply Speed from the same series of fileter to make the stardust. It's smart to work with the copy of your previous, or combined layer, assuming that you've already merged them to a single layer. Speed will give you those tiny dots, but(!) it can be done in Painter with the Airbrush/Pixel spray tool. Play with the opacity and size. When done with spraying, you can set the opacity of the layer and erase where "stardust" isn't desired. This layer otherwise should be the copy of your previous/combined layer. And this is all to it, it isn't difficult, if you know how to work with layers and their properties. English is not my native language, so you will hopefully forgive me for my errors. Thank you for reading it this far! :-)