If you're in CS3
Draw a Line and make the stroke 10pt
Open the Effects Panel (Window>Effects)
Double Click the Stroke in the Panel
Put a basic Feather of 5mm on it
Put an outer Glow on it
Blend Mode>Normal> Opacity (the lower the number the less black the line will be)
That's a basic type of Stroke
You can use Outer Glow, Basic Feather,Directional Feather and Gradient Feather.
On the Directional Feather, Choose First Edge only and change teh CHOKE to 100%, see what interesting things happen there.
Gradient Feather is great too, it will feather out to the edge of the stroke into nothingness.
Play with these settings until you understand them and most of all...
Enjoy,