Creating those nice shiny glassy orbs in Photoshop is one of the easiest things to do, but in Illustrator it takes a lot more effort to get it right. After walking through this tutorial, you'll not only know how to create those nice glass orbs, but you'll also have learned how to create gradients with opacity.

Biorust has a great tutorial for creating reflections to simulate the “aqua style” on any object in Illustrator, rather than Photoshop. The same basic idea is explained at nDesign with this glassy orb tutorial.