I thought do something a bit more complex.
making a custom background sky, with this I mean not using any photo's only brushes or effect.

Who here can do that and how do you do that?

I actually have two methods for this:
1: less good result but easy and fast.
making a blue bg.
add a new layer and render some black and white clouds, set this layer to overlay.
give that layer a layer mask apply also on this layer clouds and you are done.
you may use some perspective to add it better in your scene

2: this is method of trail and error*mostly error* but the result is awesome!
*My project witch whom I am bussy now while have this kind of sky applied*
so there isn't really a set way on how to do this*that is why it is a trail and error method*
but what it comes to is get some custom brushes.*this will make it a hell of a lot easier*for example start of with a layer witch is filled with blue:
now add a new layer and add a clouds on it, chose some collars witch occur in clouds*black may be used to be masked out with the layer style*
then change the layer style of this layer, the style depends on the collars you have chosen.
the grab the remove or mask out some parts of this clouds layer with a custom brush.
important: change the opacity of the brush and it will be easier to have a brush witch itself already have diferent grades of opacity
add a new layer grab your custom brush chose some collar and start adding some semi random strokes, keep the brush size big so it will not look repeating.
you may also earse parts of this one and or change the layer style.
and just go on adding layers with different collars layer style and so on.
in the end you will hopefully and up with a realistic looking sky.

these are the 2 methods I use to create a sky for my work.
both these methods have there pro's and con's.
for the first method the big pro is easy but the con is that you can not really customize it to your needs.
for the second method the big pro is that it can be customized to your needs but it is a lot harder to archive realistic clouds then the first one.

the second method is mostly a extra step to do after the first method.

so tell us how your create your sky's in your scene's.