Why does looking at bright light trigger sneezing in some people?
You are talking about the photic sneeze reflex.

The mechanisms are not entirely understood, but it affects 18-35% of the population.

According to Wikipedia (although this passage is not sourced):


  The probable cause is a congenital
  malfunction in nerve signals in the
  trigeminal nerve nuclei. The fifth
  cranial nerve, called the trigeminal
  nerve, is apparently responsible for
  sneezes. Research suggests that some
  people have an association between
  this nerve and the nerve that
  transmits visual impulses to the
  brain. Overstimulation of the optic
  nerve triggers the trigeminal nerve,
  and this causes the photic sneeze
  reflex.


And, it could  be advantageous:


  On the other hand, some people with
  the trait feel that it is
  advantageous. In the event that nasal
  discomfort occurs, but to an extent
  that is insufficient to induce a
  sneeze, intentionally seeking and
  finding a light source facilitates the
  sneezing process and is in turn a mode
  of relief.


Also, anecdotally, as I too photosneeze, I can see an advantage: should the atmosphere become weaker in the future, and allow more light to enter than we are accustomed to, it would discourage looking directly at the sun.