There's an interesting way of lighting Chanukah candles that I've seen some people do. On the first night, the lighting is similar to the 'standard', wherein all three blessings are said before the lighting. However, from the second night and onwards, after saying the first Bracha (Lehadlik Ner Shel Chanukah), the person lights the first candle, and after saying the second Bracha (Sheasah Nissim), lights the remaining candles.
Has anyone else seen this before, and if so, does anyone know a source for this?