How the Sun Dance came to be starts with a legend with Wi-sa-ke-cahk. The Sun Dance consists of usually 4 to 8 days (8 days is an older way). It is an annual festival that takes place outdoors in the summer. A cottonwood tree is chosen, cut, replanted and becomes the center of a circle. This circle will be where all ritual action and dancing will take place. Many times this circle can be referred to as the sacred hoop and represents a model of the universe. The dancers also draw a 'sacred center' onto themselves, where a black circle is drawn on the face with lines on the cheek, chin and forehead.
Traditions for the Ceremony are that there must be no alcohol or pictures/video that will be taken during the Ceremony. Long ago, the dancers would go through a process called piercing. This involved slitting the area above the nipples and opening the wound enough to put pegs in. He then takes a rope and ties it around the pegs and another piece of rope that is tied to the tree (Y-shaped). The dancer resumes dancing while others encourage him until he rips the pegs out and another dancer takes his place. These practices help strengthen the mind and body of the individual for life's hardships and are also a form of sacrifice.
In today's ceremonies, it begins with prayers and then followed by dancers who look only at one spot on the center pole while bending their knees to the beat and blowing a whistle. The dancers are not allowed to drink or eat in the time of the dance. The purpose of the Sun Dance is multifaceted and has changed over the years and could be for victory in war, buffalo hunts, overcoming illness, a redistribution of wealth and most importantly to confirm their values and culture of their society.
There were several videos on the Sun Dance on YouTube, but to keep to traditions I think these observations from a spectator are much more appropriate.