Depends if you want the moon in your shot. If you do then turning the strength on the sun will make it look as though it's behind clouds. There are a number of ways people have tried. Increasing the diameter and reducing the strength of the sun, giving it a cool silvery blue colour then slapping a transparent moon texture afterwards in photoshop.
Some people put a planet object and have a sun below the horizon and have the moon far enough away that you can reflect light off the whole surface just as in the real...space. This is how I'd do it but it requires a balancing act of getting the sun far enough round the earth to be face on with the moon while at the same time having no impact on the atmosphere of your shot, and having the moon in a position to receive the light and reflect it back while not being too far away to see properly.
