I was bored so I made this in CS3. I know theres a lot of empty space, but I cropped it down, and it lost its 3D look. Besides, space is never ending xD. P.S. I will probably add some stars and other space stuff later.
If this planet was a perfect circle, then wouldn't the shaded region be proportional? It's almost straight on the lower right region, and then curls round. Also if your trying to make it as if the light is coming from behind the planet in the lower left corner, it should probably extrude a bit, and the dark area should either encompass the majority of the planet or be non-existant. Sorry to be realistic about it all,