Anything vaguely solid, and subtending a sufficiently large angle to be as impressive as our moon, would give tidal problems. So we need to go for something which is big, but diffuse, os smaller but bright. Putting your planet round one of a binary pair of stars could leave your tides reasonable, but make for some complicated seasons. You've already rejected my idea of putting rings round the planet; how about rings around the star, with dark bands marking the planetary orbits (rings always edge on to the planets, unfortunately) or a massive cloud of dust and gas in orbit, which fluoresces?
Or (try this one for size) a very small moon, consisting of heavy metals so its surface gravity is very high (for its size) so it can hold an atmosphere. Only dense gasses need apply; hydrogen, helium bleed off into space in a few hundred thousand years.
One heavy gas that wouldn't liquify in the cold; neon. As the absolute gravity is quite low, no excessive tides, and the atmosphere is thin, but quite deep.
Now hit this atmosphere with a stream of solar wind, electrically charged particles from the sun, and huge neon sign lights up the sky, swirling and storm-torn.
Do you think we could get it to spell 'Coca Cola'?