Skies, hmmm. What are they, but layers of air that appears to have real heft. But, it's just air with moisture. The clouds have personalities. Each one is different and full of surprises. They are 3 dimensional shapes. It's important that there are no harsh lines or cut-outs in your clouds. Knowing where your light source originates is important to make the clouds/sky convincing. After that it's really warm next to cool, layered to make grays. Better still here is a great article about skies on Richard's Pastel Pointers Blog. He says it better than I can, so enjoy!