How to make a good glow effect around a sun? I am trying to figure out how to make the space around the sun glow and than fade away into darkness.

The sun was made in blender using cycles render and several noise textures. The glow I have around my sun was made using Blenders Gurus tutorial for earth, atmosphere effect, to create a red glow. The sun will be animated so using composition is not going to work for me (sadly);

I realized one of the reasons why the method is not working is I am using surface rather than a volume shader, but As I tried to do it using volume shaders, I could not figure out what direction to take.
You could use a blend between a volume shader and an Emission shader to achieve this effect.

The trickier part would be to make it loose density as it moves away from the star center, fading into black.

For that you can use Cycles Gradient texture, set to some form of spherical falloff, so density decays as distance from the center increases.

Make sure you use Object texture coordinates and adjust the scale with a Vector Mapping node.

Use a color ramp to adjust density progression and color variance.